+59.0%
DDOG vs WY
-9.1%
+68.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | +3.9% | -4.2% | +8.1% | +2.3% |
| 30D | -8.2% | -10.1% | +1.9% | -11.4% |
| 3M | -5.6% | -8.5% | +2.9% | -7.9% |
| 6M | +73.5% | -3.3% | +76.9% | +71.7% |
| YTD | +62.7% | -4.4% | +67.1% | +59.6% |
| 1Y | +59.0% | -11.5% | +70.5% | +69.8% |
| All | +59.0% | -9.1% | +68.0% | +69.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling