+467.1%
DDOG vs WWD
+232.9%
+234.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -1.9% | -1.2% |
| 7D | -10.1% | +1.3% | -11.4% | -10.5% |
| 30D | -24.8% | -7.2% | -17.6% | -23.2% |
| 3M | -12.6% | -3.8% | -8.8% | -12.4% |
| 6M | +79.9% | -9.9% | +89.9% | +81.8% |
| YTD | +56.6% | +14.8% | +41.8% | +44.7% |
| 1Y | +61.6% | +42.1% | +19.5% | +37.9% |
| 3Y | +117.9% | +170.8% | -52.9% | +48.9% |
| 5Y | +54.2% | +197.5% | -143.3% | +0.3% |
| All | +467.1% | +232.9% | +234.2% | +265.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling