+19.8%
DDOG vs WCN
+16.1%
+3.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +2.8% | -17.2% | -13.4% |
| 7D | -32.2% | +6.7% | -38.9% | -30.5% |
| 30D | -31.7% | +24.3% | -56.0% | -27.4% |
| 3M | -34.5% | +16.1% | -50.6% | -30.8% |
| 6M | +28.7% | +19.9% | +8.7% | +36.8% |
| YTD | +38.8% | +10.1% | +28.7% | +45.3% |
| 1Y | +19.8% | +14.4% | +5.4% | +27.8% |
| All | +19.8% | +16.1% | +3.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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