-8.6%
DDOG vs WM
+60.4%
-69.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -16.9% | -0.5% | -16.4% | -16.9% |
| 30D | -38.8% | +13.3% | -52.1% | -40.7% |
| 3M | -23.2% | +4.4% | -27.6% | -24.2% |
| 6M | -10.3% | +10.8% | -21.1% | -13.7% |
| YTD | +32.1% | +9.1% | +23.0% | +27.5% |
| 1Y | -6.1% | +19.1% | -25.2% | -12.6% |
| 3Y | +79.2% | +45.7% | +33.5% | +44.0% |
| 5Y | -8.6% | +60.4% | -69.1% | -31.5% |
| All | -8.6% | +60.4% | -69.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling