-8.9%
DDOG vs WST
+26.2%
-35.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -2.3% | +1.1% | -3.4% | -2.5% |
| 30D | -35.8% | +12.4% | -48.2% | -35.8% |
| 3M | -25.3% | +17.6% | -42.9% | -25.2% |
| 6M | -8.9% | +28.3% | -37.1% | -6.2% |
| All | -8.9% | +26.2% | -35.1% | -6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling