+390.4%
DDOG vs WAT
+101.8%
+288.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | -31.6% | +5.4% | -37.0% | -32.9% |
| 3M | -27.0% | +11.3% | -38.3% | -30.0% |
| 6M | -10.3% | +37.4% | -47.7% | -21.2% |
| YTD | +35.4% | +21.2% | +14.2% | +23.5% |
| 1Y | -1.0% | +21.3% | -22.3% | -9.9% |
| 3Y | +76.7% | +83.4% | -6.7% | +21.8% |
| 5Y | -4.6% | +29.0% | -33.6% | -21.4% |
| All | +390.4% | +101.8% | +288.7% | +226.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling