+390.4%
DDOG vs WAB
+314.6%
+75.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | +0.1% |
| 7D | +2.9% | +5.1% | -2.2% | +1.2% |
| 30D | -31.6% | +4.0% | -35.6% | -32.5% |
| 3M | -27.0% | +0.1% | -27.1% | -27.1% |
| 6M | -10.3% | +12.8% | -23.1% | -14.6% |
| YTD | +35.4% | +40.1% | -4.7% | +17.5% |
| 1Y | -1.0% | +46.4% | -47.3% | -15.6% |
| 3Y | +76.7% | +167.4% | -90.7% | +20.8% |
| 5Y | -4.6% | +215.0% | -219.6% | -38.6% |
| All | +390.4% | +314.6% | +75.8% | +204.7% |
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 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