+489.1%
DDOG vs GWW
+377.0%
+112.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +3.9% | -3.4% | +7.2% | +5.3% |
| 30D | -8.2% | -1.9% | -6.3% | -7.4% |
| 3M | -5.6% | -2.4% | -3.2% | -5.2% |
| 6M | +73.5% | +15.7% | +57.8% | +61.8% |
| YTD | +62.7% | +27.6% | +35.1% | +44.0% |
| 1Y | +59.0% | +27.2% | +31.8% | +40.5% |
| 3Y | +117.1% | +89.7% | +27.5% | +58.0% |
| 5Y | +61.3% | +223.9% | -162.6% | -5.6% |
| All | +489.1% | +377.0% | +112.1% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GWW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling