+59.9%
DDOG vs WPM
+261.4%
-201.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.1% | +6.1% | +7.0% |
| 7D | +7.7% | +3.9% | +3.8% | +7.1% |
| 30D | -13.6% | +17.7% | -31.3% | -15.8% |
| 3M | -0.9% | +39.4% | -40.3% | -6.4% |
| 6M | +75.2% | +6.4% | +68.8% | +72.4% |
| YTD | +65.7% | +34.0% | +31.7% | +53.6% |
| 1Y | +60.4% | +50.5% | +9.9% | +44.0% |
| 3Y | +130.7% | +280.3% | -149.6% | +56.0% |
| 5Y | +59.9% | +266.3% | -206.5% | +1.6% |
| All | +59.9% | +261.4% | -201.5% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling