-1.0%
DDOG vs WAT
+20.2%
-21.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | -31.6% | +5.4% | -37.0% | -32.0% |
| 3M | -27.0% | +11.3% | -38.3% | -27.9% |
| 6M | -10.3% | +37.4% | -47.7% | -13.6% |
| YTD | +35.4% | +21.2% | +14.2% | +33.1% |
| 1Y | -1.0% | +21.3% | -22.3% | -2.7% |
| All | -1.0% | +20.2% | -21.2% | -2.7% |
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