+375.1%
DDOG vs WEC
+57.3%
+317.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -19.1% | +1.4% | -20.5% | -19.1% |
| 30D | -39.2% | +12.8% | -52.0% | -39.4% |
| 3M | -31.6% | +11.2% | -42.8% | -31.8% |
| 6M | -10.9% | +6.6% | -17.5% | -11.1% |
| YTD | +31.2% | +13.8% | +17.4% | +29.9% |
| 1Y | -10.7% | +7.6% | -18.3% | -11.1% |
| 3Y | +72.1% | +62.2% | +9.9% | +60.8% |
| 5Y | -5.5% | +52.0% | -57.5% | -11.3% |
| All | +375.1% | +57.3% | +317.8% | +300.2% |
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