+125.1%
DDOG vs WM
+47.1%
+77.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +2.2% |
| 7D | -23.9% | +1.2% | -25.1% | -23.7% |
| 30D | -34.0% | +13.1% | -47.1% | -33.3% |
| 3M | -21.9% | +3.6% | -25.5% | -21.2% |
| 6M | +24.6% | +8.1% | +16.5% | +25.4% |
| YTD | +31.7% | +8.9% | +22.7% | +33.0% |
| 1Y | -6.2% | +20.3% | -26.5% | -6.5% |
| 3Y | +125.1% | +46.2% | +78.9% | +136.2% |
| All | +125.1% | +47.1% | +77.9% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling