+115.3%
DDOG vs WAB
+168.6%
-53.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -6.1% | +1.7% | -7.7% | -6.5% |
| 30D | -10.1% | -2.4% | -7.7% | -9.6% |
| 3M | -9.3% | +9.7% | -18.9% | -12.1% |
| 6M | +67.2% | +16.5% | +50.7% | +55.3% |
| YTD | +54.6% | +33.7% | +20.9% | +33.0% |
| 1Y | +54.1% | +49.7% | +4.4% | +24.3% |
| 3Y | +115.3% | +170.9% | -55.7% | +45.8% |
| All | +115.3% | +168.6% | -53.3% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling