+499.9%
DDOG vs WEC
+42.7%
+457.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.8% | +8.0% | +7.2% |
| 7D | +7.7% | +0.4% | +7.3% | +7.6% |
| 30D | -13.6% | +0.9% | -14.5% | -13.7% |
| 3M | -0.9% | -5.3% | +4.4% | -0.7% |
| 6M | +75.2% | -6.6% | +81.8% | +75.7% |
| YTD | +65.7% | +3.3% | +62.4% | +64.6% |
| 1Y | +60.4% | +2.1% | +58.3% | +59.3% |
| 3Y | +130.7% | +39.6% | +91.1% | +118.2% |
| 5Y | +59.9% | +31.2% | +28.7% | +52.1% |
| All | +499.9% | +42.7% | +457.2% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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