+115.3%
DDOG vs WCN
+19.6%
+95.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.2% | -1.1% |
| 7D | -6.1% | -0.4% | -5.6% | -6.0% |
| 30D | -10.1% | -2.1% | -8.0% | -9.9% |
| 3M | -9.3% | +6.4% | -15.6% | -10.6% |
| 6M | +67.2% | -3.7% | +70.9% | +68.9% |
| YTD | +54.6% | -6.4% | +60.9% | +57.0% |
| 1Y | +54.1% | -7.9% | +62.0% | +57.5% |
| 3Y | +115.3% | +20.8% | +94.5% | +116.1% |
| All | +115.3% | +19.6% | +95.6% | +116.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling