+59.9%
DDOG vs NWSA
+40.1%
+19.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.5% | +7.4% |
| 7D | +7.7% | -3.1% | +10.7% | +10.0% |
| 30D | -13.6% | +4.3% | -17.9% | -16.2% |
| 3M | -0.9% | +9.2% | -10.1% | -8.0% |
| 6M | +75.2% | +21.6% | +53.7% | +51.1% |
| YTD | +65.7% | +14.2% | +51.4% | +49.3% |
| 1Y | +60.4% | +1.8% | +58.6% | +55.2% |
| 3Y | +130.7% | +44.4% | +86.2% | +66.0% |
| 5Y | +59.9% | +41.0% | +18.9% | +13.8% |
| All | +59.9% | +40.1% | +19.8% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling