+459.9%
DDOG vs W
-24.0%
+483.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -6.1% | +6.5% | -12.6% | -7.8% |
| 30D | -10.1% | -6.2% | -3.9% | -8.8% |
| 3M | -9.3% | +48.9% | -58.1% | -21.0% |
| 6M | +67.2% | +31.2% | +36.0% | +48.9% |
| YTD | +54.6% | -0.4% | +55.0% | +47.7% |
| 1Y | +54.1% | +14.8% | +39.3% | +38.1% |
| 3Y | +115.3% | +40.5% | +74.8% | +60.0% |
| 5Y | +50.6% | -62.1% | +112.8% | +31.8% |
| All | +459.9% | -24.0% | +483.9% | +367.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling