-3.4%
DDOG vs WY
-32.5%
+29.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | +5.6% | -5.4% | +11.1% | +7.8% |
| 30D | -34.9% | +7.9% | -42.8% | -37.9% |
| 3M | -23.4% | -16.6% | -6.8% | -18.1% |
| 6M | -7.7% | -11.2% | +3.5% | -5.7% |
| YTD | +35.6% | -11.3% | +47.0% | +35.0% |
| 1Y | -3.4% | -5.5% | +2.2% | -8.1% |
| 3Y | +78.0% | -25.4% | +103.4% | +85.1% |
| All | -3.4% | -32.5% | +29.1% | +14.1% |
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 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