+48.6%
DDOG vs WBD
+39.9%
+8.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.2% | +13.8% | +24.5% | +21.4% |
| 7D | +38.2% | +13.8% | +24.5% | +21.4% |
| 30D | +38.2% | +13.8% | +24.5% | +21.4% |
| 3M | +38.2% | +13.8% | +24.5% | +21.4% |
| 6M | +129.7% | +13.3% | +116.4% | +101.9% |
| YTD | +103.3% | +7.4% | +95.9% | +78.4% |
| All | +48.6% | +39.9% | +8.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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 · Available span rolling