+19.8%
DDOG vs W
+21.5%
-1.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +11.0% | -25.4% | -15.9% |
| 7D | -32.2% | +8.4% | -40.6% | -33.1% |
| 30D | -31.7% | +16.5% | -48.2% | -33.4% |
| 3M | -34.5% | +6.4% | -41.0% | -35.3% |
| 6M | +28.7% | +90.5% | -61.9% | +14.3% |
| YTD | +38.8% | +23.1% | +15.7% | +29.6% |
| 1Y | +19.8% | +24.3% | -4.5% | +12.0% |
| All | +19.8% | +21.5% | -1.7% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling