+391.2%
DDOG vs WCN
+126.9%
+264.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +5.6% | +1.2% | +4.5% | +5.1% |
| 30D | -34.9% | +26.4% | -61.3% | -43.0% |
| 3M | -23.4% | +17.5% | -41.0% | -30.3% |
| 6M | -7.7% | +28.7% | -36.5% | -21.3% |
| YTD | +35.6% | +11.5% | +24.1% | +25.1% |
| 1Y | -3.4% | +15.9% | -19.2% | -13.2% |
| 3Y | +78.0% | +51.6% | +26.4% | +28.6% |
| 5Y | -4.4% | +47.9% | -52.4% | -30.2% |
| All | +391.2% | +126.9% | +264.3% | +179.6% |
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