+61.6%
DDOG vs WAB
+48.2%
+13.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.6% |
| 7D | -10.1% | -3.2% | -6.9% | -11.1% |
| 30D | -24.8% | -4.4% | -20.4% | -26.0% |
| 3M | -12.6% | +7.9% | -20.4% | -9.9% |
| 6M | +79.9% | +8.7% | +71.2% | +83.2% |
| YTD | +56.6% | +33.0% | +23.6% | +55.0% |
| 1Y | +61.6% | +46.7% | +14.9% | +55.7% |
| All | +61.6% | +48.2% | +13.4% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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