+391.2%
DDOG vs WM
+138.2%
+253.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | -0.4% |
| 7D | +5.6% | +1.2% | +4.5% | +5.3% |
| 30D | -34.9% | +15.2% | -50.1% | -37.7% |
| 3M | -23.4% | +8.3% | -31.8% | -25.5% |
| 6M | -7.7% | +13.1% | -20.9% | -12.2% |
| YTD | +35.6% | +12.5% | +23.1% | +29.1% |
| 1Y | -3.4% | +21.8% | -25.1% | -10.9% |
| 3Y | +78.0% | +48.8% | +29.2% | +47.8% |
| 5Y | -4.4% | +62.1% | -66.5% | -23.9% |
| All | +391.2% | +138.2% | +253.0% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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