+375.1%
DDOG vs WM
+131.7%
+243.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -19.1% | +1.2% | -20.3% | -19.4% |
| 30D | -39.2% | +13.7% | -52.8% | -41.7% |
| 3M | -31.6% | +5.2% | -36.8% | -32.9% |
| 6M | -10.9% | +11.2% | -22.1% | -14.9% |
| YTD | +31.2% | +9.4% | +21.8% | +25.7% |
| 1Y | -10.7% | +20.4% | -31.1% | -17.6% |
| 3Y | +72.1% | +44.7% | +27.4% | +44.0% |
| 5Y | -5.5% | +58.5% | -64.0% | -24.4% |
| All | +375.1% | +131.7% | +243.4% | +222.0% |
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