+390.4%
DDOG vs WY
-3.2%
+393.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.7% |
| 7D | +2.9% | -0.8% | +3.7% | +3.1% |
| 30D | -31.6% | +10.1% | -41.7% | -34.6% |
| 3M | -27.0% | -15.4% | -11.6% | -23.7% |
| 6M | -10.3% | -8.3% | -2.0% | -9.7% |
| YTD | +35.4% | -9.8% | +45.2% | +35.0% |
| 1Y | -1.0% | -3.9% | +2.9% | -4.0% |
| 3Y | +76.7% | -23.3% | +100.0% | +83.7% |
| 5Y | -4.6% | -31.2% | +26.6% | +5.9% |
| All | +390.4% | -3.2% | +393.6% | +381.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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