+54.1%
DDOG vs W
+11.1%
+43.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -6.1% | +6.5% | -12.6% | -6.9% |
| 30D | -10.1% | -6.2% | -3.9% | -9.5% |
| 3M | -9.3% | +48.9% | -58.1% | -14.7% |
| 6M | +67.2% | +31.2% | +36.0% | +59.8% |
| YTD | +54.6% | -0.4% | +55.0% | +49.9% |
| 1Y | +54.1% | +14.8% | +39.3% | +50.1% |
| All | +54.1% | +11.1% | +43.0% | +50.1% |
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 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