+467.1%
DDOG vs WSM
+699.9%
-232.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -2.9% | -1.5% |
| 7D | -10.1% | -3.3% | -6.9% | -9.2% |
| 30D | -24.8% | -8.4% | -16.4% | -22.6% |
| 3M | -12.6% | +9.7% | -22.2% | -15.5% |
| 6M | +79.9% | +16.7% | +63.3% | +69.0% |
| YTD | +56.6% | +28.7% | +27.9% | +41.8% |
| 1Y | +61.6% | +13.7% | +47.9% | +51.7% |
| 3Y | +117.9% | +230.1% | -112.2% | +27.4% |
| 5Y | +54.2% | +179.0% | -124.7% | -7.8% |
| All | +467.1% | +699.9% | -232.8% | +126.4% |
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