+489.1%
DDOG vs WTW
+74.9%
+414.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +3.9% | -5.7% | +9.6% | +6.6% |
| 30D | -8.2% | -7.3% | -0.9% | -5.4% |
| 3M | -5.6% | +21.5% | -27.0% | -14.9% |
| 6M | +73.5% | +9.6% | +63.9% | +63.4% |
| YTD | +62.7% | -3.3% | +65.9% | +61.2% |
| 1Y | +59.0% | -6.1% | +65.1% | +59.4% |
| 3Y | +117.1% | +61.8% | +55.3% | +53.0% |
| 5Y | +61.3% | +42.7% | +18.6% | +22.2% |
| All | +489.1% | +74.9% | +414.2% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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