+365.0%
DDOG vs WM
+135.5%
+229.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +1.2% | -8.6% | -7.8% |
| 7D | -34.3% | +4.5% | -38.8% | -35.2% |
| 30D | -37.2% | +16.1% | -53.3% | -40.2% |
| 3M | -38.3% | +8.0% | -46.4% | -40.1% |
| 6M | +19.8% | +8.4% | +11.4% | +15.6% |
| YTD | +28.4% | +11.2% | +17.2% | +22.6% |
| 1Y | +12.7% | +22.3% | -9.7% | +3.5% |
| 3Y | +112.8% | +50.2% | +62.6% | +75.6% |
| 5Y | -5.9% | +63.3% | -69.2% | -25.3% |
| All | +365.0% | +135.5% | +229.5% | +213.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling