+50.6%
DDOG vs WCC
+229.6%
-179.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.7% | -2.0% |
| 7D | -6.1% | +8.5% | -14.6% | -8.5% |
| 30D | -10.1% | -1.0% | -9.1% | -10.0% |
| 3M | -9.3% | +2.1% | -11.4% | -10.8% |
| 6M | +67.2% | +36.8% | +30.4% | +45.2% |
| YTD | +54.6% | +47.7% | +6.9% | +28.9% |
| 1Y | +54.1% | +66.5% | -12.4% | +21.9% |
| 3Y | +115.3% | +134.2% | -18.9% | +36.6% |
| 5Y | +50.6% | +231.6% | -181.0% | -24.4% |
| All | +50.6% | +229.6% | -179.0% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling