+19.8%
DDOG vs WING
-23.2%
+43.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +3.7% | -18.2% | -14.0% |
| 7D | -32.2% | +21.0% | -53.2% | -30.8% |
| 30D | -31.7% | +56.9% | -88.6% | -29.1% |
| 3M | -34.5% | +38.4% | -72.9% | -32.4% |
| 6M | +28.7% | +12.0% | +16.7% | +30.8% |
| YTD | +38.8% | -29.2% | +68.0% | +37.4% |
| 1Y | +19.8% | -28.8% | +48.6% | +20.7% |
| All | +19.8% | -23.2% | +43.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 1y: compounded portfolio wealth divided by compounded WING 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…
1y analysis · Full analysis span regression · 6 months rolling