+375.1%
DDOG vs WING
+117.2%
+257.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | +0.6% |
| 7D | -19.1% | +5.0% | -24.1% | -20.6% |
| 30D | -39.2% | +38.7% | -77.9% | -46.0% |
| 3M | -31.6% | +44.7% | -76.3% | -40.9% |
| 6M | -10.9% | +31.5% | -42.4% | -21.4% |
| YTD | +31.2% | -28.4% | +59.6% | +36.1% |
| 1Y | -10.7% | -28.2% | +17.5% | -8.2% |
| 3Y | +72.1% | -18.4% | +90.5% | +43.6% |
| 5Y | -5.5% | +5.2% | -10.8% | -37.1% |
| All | +375.1% | +117.2% | +257.9% | +119.3% |
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