+391.2%
DDOG vs WAB
+318.1%
+73.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.4% |
| 7D | +5.6% | +7.9% | -2.3% | +3.0% |
| 30D | -34.9% | +4.9% | -39.8% | -35.9% |
| 3M | -23.4% | +1.8% | -25.2% | -23.9% |
| 6M | -7.7% | +12.0% | -19.7% | -12.0% |
| YTD | +35.6% | +41.3% | -5.6% | +17.4% |
| 1Y | -3.4% | +43.8% | -47.2% | -17.0% |
| 3Y | +78.0% | +171.1% | -93.1% | +21.1% |
| 5Y | -4.4% | +217.7% | -222.2% | -38.7% |
| All | +391.2% | +318.1% | +73.1% | +204.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling