-10.3%
DDOG vs WY
-9.5%
-0.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +1.2% |
| 7D | +2.9% | -0.8% | +3.7% | +2.2% |
| 30D | -31.6% | +10.1% | -41.7% | -26.4% |
| 3M | -27.0% | -15.4% | -11.6% | -29.3% |
| 6M | -10.3% | -8.3% | -2.0% | -4.7% |
| All | -10.3% | -9.5% | -0.8% | -4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling