+391.2%
DDOG vs WPM
+424.4%
-33.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.5% |
| 7D | +5.6% | -0.5% | +6.1% | +5.7% |
| 30D | -34.9% | -3.1% | -31.8% | -34.7% |
| 3M | -23.4% | -2.2% | -21.3% | -23.7% |
| 6M | -7.7% | -7.4% | -0.3% | -7.7% |
| YTD | +35.6% | +12.6% | +23.0% | +28.3% |
| 1Y | -3.4% | +22.8% | -26.2% | -10.5% |
| 3Y | +78.0% | +213.6% | -135.7% | +28.4% |
| 5Y | -4.4% | +211.2% | -215.6% | -32.5% |
| All | +391.2% | +424.4% | -33.1% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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