-1.0%
DDOG vs W
+0.7%
-1.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.8% |
| 30D | -31.6% | +6.8% | -38.4% | -32.5% |
| 3M | -27.0% | +10.7% | -37.7% | -28.5% |
| 6M | -10.3% | +86.3% | -96.6% | -21.2% |
| YTD | +35.4% | +11.5% | +24.0% | +27.7% |
| 1Y | -1.0% | +5.1% | -6.1% | -6.5% |
| All | -1.0% | +0.7% | -1.7% | -6.5% |
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