+61.6%
DDOG vs WAT
+41.4%
+20.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -10.1% | -1.3% | -8.9% | -10.0% |
| 30D | -24.8% | +2.3% | -27.1% | -25.0% |
| 3M | -12.6% | +8.7% | -21.3% | -13.7% |
| 6M | +79.9% | +28.3% | +51.6% | +73.1% |
| YTD | +56.6% | +7.8% | +48.8% | +56.6% |
| 1Y | +61.6% | +36.6% | +25.0% | +48.0% |
| All | +61.6% | +41.4% | +20.2% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling