+467.1%
DDOG vs WMB
+324.4%
+142.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -10.1% | +0.6% | -10.7% | -10.3% |
| 30D | -24.8% | +3.3% | -28.1% | -25.4% |
| 3M | -12.6% | +3.1% | -15.7% | -13.4% |
| 6M | +79.9% | -0.7% | +80.7% | +79.2% |
| YTD | +56.6% | +25.2% | +31.4% | +46.6% |
| 1Y | +61.6% | +32.9% | +28.7% | +48.8% |
| 3Y | +117.9% | +140.6% | -22.7% | +71.4% |
| 5Y | +54.2% | +273.5% | -219.2% | +9.9% |
| All | +467.1% | +324.4% | +142.6% | +403.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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