+580.4%
WDC vs DDOG
+357.1%
+223.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +16.3% | +5.6% | +10.6% | +14.8% |
| 30D | -18.3% | -34.9% | +16.6% | -9.6% |
| 3M | -31.4% | -23.4% | -8.0% | -27.1% |
| 6M | -36.3% | -7.7% | -28.5% | -35.6% |
| YTD | +80.8% | +35.6% | +45.2% | +62.6% |
| 1Y | +87.7% | -3.4% | +91.1% | +83.5% |
| 3Y | +819.4% | +78.0% | +741.5% | +658.4% |
| 5Y | +583.2% | -4.4% | +587.6% | +492.6% |
| All | +580.4% | +357.1% | +223.2% | +236.3% |
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