+76.7%
DDOG vs WST
+24.3%
+52.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +2.9% | +4.2% | -1.4% | +2.1% |
| 30D | -31.6% | +11.2% | -42.8% | -32.9% |
| 3M | -27.0% | +20.4% | -47.4% | -29.4% |
| 6M | -10.3% | +37.9% | -48.2% | -15.4% |
| YTD | +35.4% | +51.8% | -16.4% | +25.2% |
| 1Y | -1.0% | +56.6% | -57.6% | -9.0% |
| 3Y | +76.7% | +24.2% | +52.4% | +58.3% |
| All | +76.7% | +24.3% | +52.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling