+467.1%
DDOG vs WING
+39.8%
+427.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -10.1% | -3.9% | -6.3% | -9.1% |
| 30D | -24.8% | -11.6% | -13.2% | -22.0% |
| 3M | -12.6% | -24.2% | +11.6% | -5.7% |
| 6M | +79.9% | -54.1% | +134.0% | +125.8% |
| YTD | +56.6% | -53.9% | +110.5% | +91.0% |
| 1Y | +61.6% | -64.4% | +125.9% | +114.2% |
| 3Y | +117.9% | -30.2% | +148.1% | +83.8% |
| 5Y | +54.2% | -34.1% | +88.3% | +21.5% |
| All | +467.1% | +39.8% | +427.2% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling