+490.5%
DDOG vs WU
-51.6%
+542.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +3.2% | -5.0% | +8.2% | +4.6% |
| 30D | -10.2% | -2.3% | -7.9% | -9.7% |
| 3M | -2.6% | -3.2% | +0.6% | -2.9% |
| 6M | +80.1% | -25.0% | +105.2% | +92.2% |
| YTD | +63.0% | -21.7% | +84.7% | +71.8% |
| 1Y | +59.4% | -9.0% | +68.3% | +61.2% |
| 3Y | +127.0% | -28.9% | +155.9% | +139.8% |
| 5Y | +61.7% | -51.0% | +112.7% | +80.1% |
| All | +490.5% | -51.6% | +542.0% | +406.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling