+121.1%
DDOG vs NWSA
+43.6%
+77.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.5% |
| 7D | +7.7% | -3.4% | +11.1% | +9.7% |
| 30D | -13.6% | +3.9% | -17.5% | -15.5% |
| 3M | -0.9% | +8.9% | -9.8% | -6.4% |
| 6M | +75.2% | +21.2% | +54.1% | +56.0% |
| YTD | +65.7% | +13.8% | +51.8% | +52.2% |
| 1Y | +60.4% | +1.4% | +59.0% | +55.6% |
| All | +121.1% | +43.6% | +77.5% | +75.9% |
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 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