+64.3%
DDOG vs WBD
+4.2%
+60.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.3% |
| 7D | +7.7% | -1.7% | +9.4% | +8.1% |
| 30D | -13.6% | +3.9% | -17.5% | -14.5% |
| 3M | -0.9% | +5.1% | -6.0% | -2.4% |
| 6M | +75.2% | +0.6% | +74.6% | +74.6% |
| YTD | +65.7% | -3.2% | +68.8% | +66.6% |
| 1Y | +60.4% | +127.7% | -67.3% | +25.8% |
| 3Y | +130.7% | +146.6% | -15.9% | +66.2% |
| All | +64.3% | +4.2% | +60.0% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling