+391.0%
DDOG vs WWD
+225.5%
+165.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.0% | +3.0% |
| 7D | -2.3% | +3.7% | -6.0% | -3.3% |
| 30D | -35.8% | +1.8% | -37.6% | -36.1% |
| 3M | -25.3% | -5.0% | -20.3% | -24.2% |
| 6M | -8.9% | -8.4% | -0.5% | -7.6% |
| YTD | +35.6% | +12.3% | +23.3% | +26.1% |
| 1Y | -6.8% | +26.2% | -33.1% | -17.1% |
| 3Y | +77.9% | +154.6% | -76.7% | +24.0% |
| 5Y | -3.1% | +195.3% | -198.4% | -36.7% |
| All | +391.0% | +225.5% | +165.5% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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