+467.1%
DDOG vs WU
-49.5%
+516.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -10.1% | -0.8% | -9.3% | -10.0% |
| 30D | -24.8% | -1.1% | -23.7% | -24.6% |
| 3M | -12.6% | -3.9% | -8.7% | -12.6% |
| 6M | +79.9% | -20.7% | +100.6% | +89.2% |
| YTD | +56.6% | -18.4% | +74.9% | +63.2% |
| 1Y | +61.6% | -8.1% | +69.6% | +63.0% |
| 3Y | +117.9% | -24.2% | +142.0% | +126.2% |
| 5Y | +54.2% | -50.4% | +104.7% | +70.6% |
| All | +467.1% | -49.5% | +516.6% | +380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling