+459.9%
DDOG vs WBD
+3.3%
+456.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | -10.1% | +5.0% | -15.1% | -10.9% |
| 3M | -9.3% | +6.2% | -15.5% | -10.4% |
| 6M | +67.2% | +0.6% | +66.6% | +66.7% |
| YTD | +54.6% | -2.4% | +57.0% | +55.1% |
| 1Y | +54.1% | +127.7% | -73.6% | +29.3% |
| 3Y | +115.3% | +148.4% | -33.1% | +70.3% |
| 5Y | +50.6% | +4.2% | +46.4% | +30.0% |
| All | +459.9% | +3.3% | +456.6% | +311.8% |
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 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