+50.6%
DDOG vs WU
-51.1%
+101.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -6.1% | -0.8% | -5.2% | -5.9% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | -9.3% | -1.8% | -7.4% | -10.2% |
| 6M | +67.2% | -23.9% | +91.1% | +80.8% |
| YTD | +54.6% | -20.4% | +75.0% | +64.3% |
| 1Y | +54.1% | -10.6% | +64.7% | +56.7% |
| 3Y | +115.3% | -27.7% | +143.0% | +128.5% |
| 5Y | +50.6% | -51.1% | +101.8% | +68.8% |
| All | +50.6% | -51.1% | +101.7% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling