+391.0%
DDOG vs WAB
+323.3%
+67.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | -2.3% | +3.1% | -5.4% | -3.2% |
| 30D | -35.8% | +6.4% | -42.3% | -37.1% |
| 3M | -25.3% | +2.2% | -27.5% | -25.8% |
| 6M | -8.9% | +13.7% | -22.6% | -13.5% |
| YTD | +35.6% | +43.0% | -7.4% | +16.8% |
| 1Y | -6.8% | +47.0% | -53.8% | -20.6% |
| 3Y | +77.9% | +174.4% | -96.5% | +20.6% |
| 5Y | -3.1% | +222.2% | -225.3% | -38.1% |
| All | +391.0% | +323.3% | +67.8% | +203.1% |
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