+489.1%
DDOG vs WY
+2.6%
+486.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +3.9% | -4.2% | +8.1% | +5.4% |
| 30D | -8.2% | -10.1% | +1.9% | -4.8% |
| 3M | -5.6% | -8.5% | +2.9% | -3.2% |
| 6M | +73.5% | -3.3% | +76.9% | +72.6% |
| YTD | +62.7% | -4.4% | +67.1% | +60.9% |
| 1Y | +59.0% | -11.5% | +70.5% | +62.0% |
| 3Y | +117.1% | -24.3% | +141.4% | +130.6% |
| 5Y | +61.3% | -21.3% | +82.6% | +73.5% |
| All | +489.1% | +2.6% | +486.5% | +473.5% |
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