+467.1%
DDOG vs WAT
+79.5%
+387.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | -10.1% | -1.3% | -8.9% | -9.7% |
| 30D | -24.8% | +2.3% | -27.1% | -25.5% |
| 3M | -12.6% | +8.7% | -21.3% | -15.7% |
| 6M | +79.9% | +28.3% | +51.6% | +60.5% |
| YTD | +56.6% | +7.8% | +48.8% | +49.3% |
| 1Y | +61.6% | +36.6% | +25.0% | +38.3% |
| 3Y | +117.9% | +45.7% | +72.2% | +67.3% |
| 5Y | +54.2% | -3.3% | +57.5% | +41.2% |
| All | +467.1% | +79.5% | +387.6% | +295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling