-3.4%
DDOG vs WCC
+27.1%
-30.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.6% | +14.2% | -8.6% | +3.7% |
| 30D | -34.9% | -9.8% | -25.1% | -34.4% |
| 3M | -23.4% | -10.1% | -13.3% | -23.0% |
| 6M | -7.7% | -9.4% | +1.7% | -7.0% |
| YTD | +35.6% | +34.4% | +1.2% | +27.3% |
| 1Y | -3.4% | +23.3% | -26.7% | -6.7% |
| All | -3.4% | +27.1% | -30.5% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling