-8.6%
DDOG vs WING
+9.2%
-17.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.1% | -1.8% |
| 7D | -16.9% | +8.6% | -25.4% | -18.8% |
| 30D | -38.8% | +44.8% | -83.5% | -45.3% |
| 3M | -23.2% | +51.9% | -75.2% | -33.1% |
| 6M | -10.3% | +37.2% | -47.5% | -20.2% |
| YTD | +32.1% | -25.3% | +57.4% | +36.2% |
| 1Y | -6.1% | -25.1% | +19.0% | -3.9% |
| 3Y | +79.2% | -12.9% | +92.1% | +40.2% |
| 5Y | -8.6% | +12.0% | -20.6% | -42.2% |
| All | -8.6% | +9.2% | -17.8% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling