+467.1%
DDOG vs WEC
+42.4%
+424.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.8% |
| 7D | -10.1% | -0.3% | -9.9% | -10.1% |
| 30D | -24.8% | -1.3% | -23.5% | -24.8% |
| 3M | -12.6% | -3.9% | -8.7% | -12.5% |
| 6M | +79.9% | -8.3% | +88.3% | +80.7% |
| YTD | +56.6% | +3.1% | +53.5% | +55.6% |
| 1Y | +61.6% | +1.9% | +59.6% | +60.5% |
| 3Y | +117.9% | +41.9% | +76.0% | +105.4% |
| 5Y | +54.2% | +30.8% | +23.4% | +46.8% |
| All | +467.1% | +42.4% | +424.6% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling