-8.6%
DDOG vs WEC
+55.5%
-64.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.6% |
| 7D | -16.9% | +0.2% | -17.1% | -16.7% |
| 30D | -38.8% | +12.9% | -51.7% | -37.0% |
| 3M | -23.2% | +9.8% | -33.0% | -21.3% |
| 6M | -10.3% | +6.7% | -17.0% | -8.4% |
| YTD | +32.1% | +14.0% | +18.1% | +35.8% |
| 1Y | -6.1% | +7.3% | -13.4% | -4.0% |
| 3Y | +79.2% | +63.8% | +15.4% | +84.4% |
| 5Y | -8.6% | +54.8% | -63.4% | +2.6% |
| All | -8.6% | +55.5% | -64.1% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling