-5.5%
DDOG vs WAB
+223.7%
-229.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.6% |
| 7D | -19.1% | +4.0% | -23.1% | -20.8% |
| 30D | -39.2% | +6.3% | -45.5% | -41.1% |
| 3M | -31.6% | +3.3% | -34.9% | -32.8% |
| 6M | -10.9% | +14.5% | -25.3% | -18.6% |
| YTD | +31.2% | +42.7% | -11.5% | +1.0% |
| 1Y | -10.7% | +45.2% | -55.9% | -32.2% |
| 3Y | +72.1% | +173.8% | -101.6% | -23.2% |
| 5Y | -5.5% | +223.8% | -229.3% | -64.4% |
| All | -5.5% | +223.7% | -229.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling