+50.6%
DDOG vs WEC
+34.9%
+15.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.1% |
| 7D | -6.1% | +0.8% | -6.9% | -6.0% |
| 30D | -10.1% | +0.3% | -10.5% | -10.0% |
| 3M | -9.3% | -2.9% | -6.3% | -9.6% |
| 6M | +67.2% | -5.9% | +73.1% | +66.3% |
| YTD | +54.6% | +4.1% | +50.4% | +55.1% |
| 1Y | +54.1% | +3.1% | +51.0% | +54.4% |
| 3Y | +115.3% | +40.8% | +74.5% | +116.6% |
| 5Y | +50.6% | +31.7% | +18.9% | +55.5% |
| All | +50.6% | +34.9% | +15.7% | +55.5% |
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