+921.6%
WDC vs DDOG
+427.7%
+493.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.1% |
| 7D | +1.7% | -10.1% | +11.9% | +4.0% |
| 30D | -10.0% | -24.8% | +14.8% | -4.4% |
| 3M | -18.8% | -12.6% | -6.2% | -16.8% |
| 6M | +79.0% | +79.9% | -0.9% | +52.0% |
| YTD | +171.6% | +56.6% | +115.0% | +135.7% |
| 1Y | +417.4% | +61.6% | +355.8% | +343.9% |
| 3Y | +1,251.8% | +117.9% | +1,133.9% | +952.6% |
| 5Y | +911.7% | +54.2% | +857.5% | +686.0% |
| All | +921.6% | +427.7% | +493.9% | +387.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 DDOG 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