+391.0%
DDOG vs WAT
+106.4%
+284.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.7% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -35.8% | +9.0% | -44.8% | -37.9% |
| 3M | -25.3% | +13.5% | -38.8% | -28.9% |
| 6M | -8.9% | +35.3% | -44.2% | -19.5% |
| YTD | +35.6% | +24.0% | +11.6% | +22.5% |
| 1Y | -6.8% | +22.0% | -28.8% | -15.3% |
| 3Y | +77.9% | +84.0% | -6.1% | +22.9% |
| 5Y | -3.1% | +34.4% | -37.5% | -21.4% |
| All | +391.0% | +106.4% | +284.6% | +224.4% |
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