+375.1%
DDOG vs W
-14.5%
+389.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.4% |
| 7D | -19.1% | +1.1% | -20.2% | -19.9% |
| 30D | -39.2% | +6.4% | -45.6% | -40.7% |
| 3M | -31.6% | +9.0% | -40.6% | -34.0% |
| 6M | -10.9% | +69.8% | -80.7% | -26.4% |
| YTD | +31.2% | +12.1% | +19.1% | +20.1% |
| 1Y | -10.7% | 0.0% | -10.7% | -16.0% |
| 3Y | +72.1% | +160.3% | -88.2% | +5.3% |
| 5Y | -5.5% | -53.3% | +47.8% | -22.0% |
| All | +375.1% | -14.5% | +389.6% | +279.9% |
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