+59.9%
DDOG vs WY
-20.4%
+80.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.4% |
| 7D | +7.7% | -1.7% | +9.4% | +8.5% |
| 30D | -13.6% | -9.9% | -3.8% | -9.6% |
| 3M | -0.9% | -7.5% | +6.6% | +1.8% |
| 6M | +75.2% | -5.1% | +80.4% | +75.3% |
| YTD | +65.7% | -2.1% | +67.8% | +60.3% |
| 1Y | +60.4% | -7.3% | +67.7% | +60.2% |
| 3Y | +130.7% | -22.6% | +153.3% | +146.8% |
| 5Y | +59.9% | -19.8% | +79.7% | +93.4% |
| All | +59.9% | -20.4% | +80.3% | +93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling