+489.1%
DDOG vs WCN
+86.6%
+402.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +3.9% | -3.1% | +7.0% | +5.7% |
| 30D | -8.2% | -3.4% | -4.8% | -6.5% |
| 3M | -5.6% | +3.0% | -8.5% | -8.0% |
| 6M | +73.5% | -3.8% | +77.3% | +74.3% |
| YTD | +62.7% | -8.3% | +71.0% | +67.9% |
| 1Y | +59.0% | -9.7% | +68.7% | +64.9% |
| 3Y | +117.1% | +17.2% | +100.0% | +82.7% |
| 5Y | +61.3% | +25.3% | +36.0% | +29.4% |
| All | +489.1% | +86.6% | +402.5% | +275.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling