+376.8%
DDOG vs WM
+130.6%
+246.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.1% |
| 7D | -23.9% | +1.2% | -25.1% | -24.3% |
| 30D | -34.0% | +13.1% | -47.1% | -36.7% |
| 3M | -21.9% | +3.6% | -25.5% | -23.1% |
| 6M | +24.6% | +8.1% | +16.5% | +20.1% |
| YTD | +31.7% | +8.9% | +22.7% | +26.3% |
| 1Y | -6.2% | +20.3% | -26.5% | -13.5% |
| 3Y | +125.1% | +46.2% | +78.9% | +87.2% |
| 5Y | -3.5% | +59.9% | -63.4% | -23.1% |
| All | +376.8% | +130.6% | +246.2% | +223.5% |
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