+636.1%
DDOG vs WBD
+13.7%
+622.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +38.2% | +13.8% | +24.5% | +35.3% |
| 7D | +38.2% | +13.8% | +24.5% | +35.3% |
| 30D | +38.2% | +13.8% | +24.5% | +35.3% |
| 3M | +38.2% | +13.8% | +24.5% | +35.3% |
| 6M | +129.7% | +13.3% | +116.4% | +124.9% |
| YTD | +103.3% | +7.4% | +95.9% | +101.1% |
| 1Y | +82.1% | +63.0% | +19.1% | +66.0% |
| 3Y | +208.7% | +206.7% | +2.0% | +135.3% |
| 5Y | +94.8% | +18.4% | +76.5% | +65.7% |
| All | +636.1% | +13.7% | +622.5% | +434.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling