+24.6%
DDOG vs WAT
+33.0%
-8.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.2% |
| 7D | -23.9% | -1.1% | -22.8% | -23.5% |
| 30D | -34.0% | +5.0% | -39.0% | -34.1% |
| 3M | -21.9% | +14.5% | -36.4% | -23.0% |
| 6M | +24.6% | +30.9% | -6.3% | +22.5% |
| All | +24.6% | +33.0% | -8.4% | +22.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling