+61.7%
DDOG vs GWW
+219.8%
-158.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.3% |
| 7D | +3.2% | -3.1% | +6.4% | +4.8% |
| 30D | -10.2% | -2.3% | -7.8% | -9.1% |
| 3M | -2.6% | -3.3% | +0.7% | -1.8% |
| 6M | +80.1% | +15.4% | +64.8% | +65.6% |
| YTD | +63.0% | +26.7% | +36.3% | +40.6% |
| 1Y | +59.4% | +29.0% | +30.4% | +35.5% |
| 3Y | +127.0% | +89.0% | +38.1% | +47.0% |
| 5Y | +61.7% | +221.8% | -160.1% | -25.4% |
| All | +61.7% | +219.8% | -158.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling