+391.2%
DDOG vs WCC
+612.8%
-221.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | +14.2% | -8.6% | +2.1% |
| 30D | -34.9% | -9.8% | -25.1% | -33.0% |
| 3M | -23.4% | -10.1% | -13.3% | -21.3% |
| 6M | -7.7% | -9.4% | +1.7% | -6.2% |
| YTD | +35.6% | +34.4% | +1.2% | +22.5% |
| 1Y | -3.4% | +23.3% | -26.7% | -10.8% |
| 3Y | +78.0% | +137.9% | -60.0% | +32.7% |
| 5Y | -4.4% | +144.0% | -148.4% | -31.5% |
| All | +391.2% | +612.8% | -221.6% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling