+2.5%
WFC vs DDOG
+19.2%
-16.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -14.4% | +16.6% | +1.8% |
| 7D | +4.5% | -32.2% | +36.7% | +3.6% |
| 30D | +7.4% | -31.7% | +39.1% | +6.6% |
| 3M | -0.5% | -34.5% | +34.0% | -1.3% |
| 6M | +11.7% | +28.7% | -17.0% | +12.5% |
| YTD | -4.6% | +38.8% | -43.4% | -4.9% |
| 1Y | +2.5% | +19.8% | -17.3% | +2.2% |
| All | +2.5% | +19.2% | -16.7% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling