+19.8%
DDOG vs WST
+47.3%
-27.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.4% | -14.9% | -14.5% |
| 7D | -32.2% | +1.3% | -33.5% | -32.3% |
| 30D | -31.7% | +8.5% | -40.2% | -32.5% |
| 3M | -34.5% | +17.2% | -51.7% | -36.1% |
| 6M | +28.7% | +36.3% | -7.6% | +22.8% |
| YTD | +38.8% | +48.9% | -10.1% | +24.6% |
| 1Y | +19.8% | +42.9% | -23.1% | +5.4% |
| All | +19.8% | +47.3% | -27.5% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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