+459.9%
DDOG vs WY
+5.5%
+454.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.2% | -0.8% |
| 7D | -6.1% | -2.1% | -4.0% | -5.4% |
| 30D | -10.1% | -10.5% | +0.4% | -6.7% |
| 3M | -9.3% | -4.9% | -4.4% | -8.3% |
| 6M | +67.2% | -4.9% | +72.1% | +67.4% |
| YTD | +54.6% | -1.7% | +56.3% | +51.5% |
| 1Y | +54.1% | -9.4% | +63.5% | +55.7% |
| 3Y | +115.3% | -22.3% | +137.6% | +126.6% |
| 5Y | +50.6% | -20.5% | +71.2% | +61.3% |
| All | +459.9% | +5.5% | +454.3% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling