+467.1%
DDOG vs WPM
+516.6%
-49.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.7% |
| 7D | -10.1% | +1.1% | -11.2% | -10.3% |
| 30D | -24.8% | +26.4% | -51.2% | -28.1% |
| 3M | -12.6% | +20.8% | -33.4% | -16.0% |
| 6M | +79.9% | +1.1% | +78.8% | +77.7% |
| YTD | +56.6% | +32.5% | +24.1% | +44.7% |
| 1Y | +61.6% | +51.5% | +10.1% | +44.2% |
| 3Y | +117.9% | +267.0% | -149.1% | +53.4% |
| 5Y | +54.2% | +250.1% | -195.9% | +7.3% |
| All | +467.1% | +516.6% | -49.5% | +268.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling