+391.2%
DDOG vs WSM
+783.3%
-392.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +1.5% |
| 7D | +5.6% | -3.2% | +8.8% | +6.7% |
| 30D | -34.9% | +4.6% | -39.5% | -36.4% |
| 3M | -23.4% | +2.4% | -25.9% | -24.7% |
| 6M | -7.7% | +43.7% | -51.4% | -19.4% |
| YTD | +35.6% | +42.1% | -6.5% | +17.9% |
| 1Y | -3.4% | +32.3% | -35.6% | -14.0% |
| 3Y | +78.0% | +253.0% | -175.0% | +1.8% |
| 5Y | -4.4% | +161.3% | -165.7% | -42.8% |
| All | +391.2% | +783.3% | -392.1% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling