+50.6%
DDOG vs WWD
+192.1%
-141.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.5% |
| 7D | -6.1% | +0.8% | -6.9% | -6.4% |
| 30D | -10.1% | -6.4% | -3.7% | -8.0% |
| 3M | -9.3% | -5.6% | -3.6% | -8.5% |
| 6M | +67.2% | -9.1% | +76.3% | +68.0% |
| YTD | +54.6% | +12.5% | +42.1% | +36.7% |
| 1Y | +54.1% | +41.3% | +12.8% | +18.4% |
| 3Y | +115.3% | +170.2% | -55.0% | +7.8% |
| 5Y | +50.6% | +192.5% | -141.9% | -33.4% |
| All | +50.6% | +192.1% | -141.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling