+59.4%
DDOG vs WAT
+34.9%
+24.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | +3.2% | -2.9% | +6.1% | +3.7% |
| 30D | -10.2% | -3.2% | -6.9% | -9.7% |
| 3M | -2.6% | +10.6% | -13.2% | -4.1% |
| 6M | +80.1% | +34.0% | +46.1% | +71.4% |
| YTD | +63.0% | +5.7% | +57.3% | +63.7% |
| 1Y | +59.4% | +37.1% | +22.3% | +41.6% |
| All | +59.4% | +34.9% | +24.5% | +41.6% |
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