+59.0%
DDOG vs WSM
+12.7%
+46.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | +3.9% | -0.5% | +4.4% | +3.9% |
| 30D | -8.2% | -7.7% | -0.5% | -8.0% |
| 3M | -5.6% | +3.8% | -9.3% | -5.3% |
| 6M | +73.5% | +22.7% | +50.8% | +73.6% |
| YTD | +62.7% | +28.0% | +34.7% | +69.0% |
| 1Y | +59.0% | +12.7% | +46.2% | +59.8% |
| All | +59.0% | +12.7% | +46.3% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling