+76.7%
DDOG vs NWSA
+32.6%
+44.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.5% |
| 7D | +2.9% | +2.2% | +0.7% | +1.7% |
| 30D | -31.6% | -8.8% | -22.9% | -29.1% |
| 3M | -27.0% | -6.5% | -20.5% | -25.4% |
| 6M | -10.3% | +1.5% | -11.8% | -13.6% |
| YTD | +35.4% | +4.0% | +31.4% | +28.6% |
| 1Y | -1.0% | +3.4% | -4.4% | -5.8% |
| 3Y | +76.7% | +34.8% | +41.8% | +44.5% |
| All | +76.7% | +32.6% | +44.1% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling