+467.1%
DDOG vs WCC
+664.5%
-197.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.8% |
| 7D | -10.1% | +4.5% | -14.6% | -11.1% |
| 30D | -24.8% | -5.8% | -19.0% | -23.8% |
| 3M | -12.6% | -3.7% | -8.9% | -12.4% |
| 6M | +79.9% | +23.1% | +56.9% | +67.1% |
| YTD | +56.6% | +44.2% | +12.4% | +38.7% |
| 1Y | +61.6% | +62.1% | -0.5% | +38.2% |
| 3Y | +117.9% | +121.1% | -3.2% | +64.9% |
| 5Y | +54.2% | +214.0% | -159.7% | +5.7% |
| All | +467.1% | +664.5% | -197.4% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling