+499.9%
DDOG vs WAB
+290.3%
+209.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.6% | +7.6% |
| 7D | +7.7% | +0.2% | +7.4% | +7.5% |
| 30D | -13.6% | -4.6% | -9.1% | -12.4% |
| 3M | -0.9% | +5.6% | -6.6% | -3.4% |
| 6M | +75.2% | +13.8% | +61.4% | +64.6% |
| YTD | +65.7% | +31.9% | +33.8% | +46.5% |
| 1Y | +60.4% | +48.3% | +12.1% | +35.4% |
| 3Y | +130.7% | +167.1% | -36.5% | +57.3% |
| 5Y | +59.9% | +222.9% | -163.0% | +3.6% |
| All | +499.9% | +290.3% | +209.7% | +280.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling