+489.1%
DDOG vs ITW
+101.3%
+387.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +3.9% | -0.7% | +4.6% | +4.1% |
| 30D | -8.2% | -8.3% | +0.1% | -5.1% |
| 3M | -5.6% | +6.0% | -11.6% | -8.0% |
| 6M | +73.5% | 0.0% | +73.5% | +71.8% |
| YTD | +62.7% | +10.2% | +52.4% | +53.0% |
| 1Y | +59.0% | +3.2% | +55.8% | +53.7% |
| 3Y | +117.1% | +21.0% | +96.1% | +92.6% |
| 5Y | +61.3% | +37.9% | +23.4% | +33.7% |
| All | +489.1% | +101.3% | +387.8% | +286.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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