+459.9%
DDOG vs WST
+142.6%
+317.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.0% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -10.1% | -4.6% | -5.5% | -8.5% |
| 3M | -9.3% | +5.7% | -15.0% | -11.7% |
| 6M | +67.2% | +37.6% | +29.6% | +44.8% |
| YTD | +54.6% | +23.0% | +31.6% | +39.7% |
| 1Y | +54.1% | +33.8% | +20.2% | +32.6% |
| 3Y | +115.3% | -13.4% | +128.6% | +105.3% |
| 5Y | +50.6% | -27.0% | +77.6% | +57.4% |
| All | +459.9% | +142.6% | +317.3% | +117.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling