+79.2%
DDOG vs WEC
+60.5%
+18.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +1.0% |
| 7D | -16.9% | +0.2% | -17.1% | -16.5% |
| 30D | -38.8% | +12.9% | -51.7% | -33.9% |
| 3M | -23.2% | +9.8% | -33.0% | -18.2% |
| 6M | -10.3% | +6.7% | -17.0% | -5.4% |
| YTD | +32.1% | +14.0% | +18.1% | +43.5% |
| 1Y | -6.1% | +7.3% | -13.4% | -0.3% |
| 3Y | +79.2% | +63.8% | +15.4% | +117.1% |
| All | +79.2% | +60.5% | +18.7% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling