+120.2%
DDOG vs W
+41.4%
+78.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | -10.1% | -4.2% | -6.0% | -9.4% |
| 30D | -24.8% | -7.6% | -17.2% | -23.7% |
| 3M | -12.6% | +37.2% | -49.8% | -19.3% |
| 6M | +79.9% | +26.3% | +53.6% | +67.6% |
| YTD | +56.6% | -1.0% | +57.6% | +52.3% |
| 1Y | +61.6% | +20.1% | +41.5% | +48.5% |
| All | +120.2% | +41.4% | +78.8% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling