+391.2%
DDOG vs WING
+104.0%
+287.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.4% |
| 7D | +5.6% | -3.9% | +9.6% | +6.7% |
| 30D | -34.9% | +26.6% | -61.5% | -40.6% |
| 3M | -23.4% | +42.5% | -65.9% | -33.7% |
| 6M | -7.7% | +29.4% | -37.2% | -18.4% |
| YTD | +35.6% | -32.8% | +68.4% | +43.3% |
| 1Y | -3.4% | -33.5% | +30.1% | +1.8% |
| 3Y | +78.0% | -23.4% | +101.3% | +51.2% |
| 5Y | -4.4% | -0.4% | -4.0% | -35.5% |
| All | +391.2% | +104.0% | +287.3% | +130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling