+121.1%
DDOG vs GWW
+89.5%
+31.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.4% |
| 7D | +7.7% | -0.5% | +8.1% | +7.8% |
| 30D | -13.6% | -1.4% | -12.2% | -13.2% |
| 3M | -0.9% | -3.6% | +2.7% | -0.4% |
| 6M | +75.2% | +15.1% | +60.1% | +64.9% |
| YTD | +65.7% | +27.5% | +38.2% | +48.2% |
| 1Y | +60.4% | +29.6% | +30.8% | +42.2% |
| All | +121.1% | +89.5% | +31.6% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling