+467.1%
DDOG vs GWW
+393.6%
+73.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | -10.1% | +1.4% | -11.5% | -10.6% |
| 30D | -24.8% | +3.3% | -28.1% | -25.7% |
| 3M | -12.6% | +2.9% | -15.5% | -14.2% |
| 6M | +79.9% | +15.8% | +64.2% | +67.8% |
| YTD | +56.6% | +32.0% | +24.5% | +36.7% |
| 1Y | +61.6% | +29.9% | +31.7% | +41.5% |
| 3Y | +117.9% | +91.1% | +26.8% | +58.3% |
| 5Y | +54.2% | +223.9% | -169.7% | -10.0% |
| All | +467.1% | +393.6% | +73.5% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling