+467.1%
DDOG vs WCN
+92.6%
+374.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.2% |
| 7D | -10.1% | -0.6% | -9.5% | -9.8% |
| 30D | -24.8% | +0.4% | -25.2% | -25.2% |
| 3M | -12.6% | +7.3% | -19.9% | -16.9% |
| 6M | +79.9% | -2.5% | +82.4% | +80.0% |
| YTD | +56.6% | -5.4% | +61.9% | +58.9% |
| 1Y | +61.6% | -8.5% | +70.0% | +66.7% |
| 3Y | +117.9% | +20.8% | +97.1% | +80.4% |
| 5Y | +54.2% | +30.0% | +24.2% | +21.2% |
| All | +467.1% | +92.6% | +374.5% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling