+125.1%
DDOG vs WST
+19.1%
+106.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +2.2% |
| 7D | -23.9% | -3.1% | -20.8% | -23.5% |
| 30D | -34.0% | +9.1% | -43.1% | -35.0% |
| 3M | -21.9% | +14.7% | -36.6% | -23.7% |
| 6M | +24.6% | +28.0% | -3.4% | +19.4% |
| YTD | +31.7% | +45.6% | -14.0% | +22.9% |
| 1Y | -6.2% | +45.7% | -51.8% | -12.5% |
| 3Y | +125.1% | +21.1% | +104.0% | +121.4% |
| All | +125.1% | +19.1% | +106.0% | +121.4% |
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 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