+490.5%
DDOG vs NWSA
+120.1%
+370.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +3.2% | -4.8% | +8.0% | +5.6% |
| 30D | -10.2% | +3.0% | -13.1% | -11.4% |
| 3M | -2.6% | +9.3% | -11.9% | -7.3% |
| 6M | +80.1% | +23.2% | +57.0% | +62.4% |
| YTD | +63.0% | +13.3% | +49.7% | +53.0% |
| 1Y | +59.4% | +2.9% | +56.5% | +55.3% |
| 3Y | +127.0% | +43.3% | +83.7% | +89.0% |
| 5Y | +61.7% | +40.9% | +20.8% | +32.8% |
| All | +490.5% | +120.1% | +370.4% | +292.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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