+119.0%
WFC vs DDOG
+449.5%
-330.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | -0.1% |
| 7D | +0.3% | +3.2% | -2.9% | 0.0% |
| 30D | +2.3% | -10.2% | +12.4% | +3.1% |
| 3M | +9.8% | -2.6% | +12.3% | +9.4% |
| 6M | +15.6% | +80.1% | -64.6% | +7.3% |
| YTD | -2.4% | +63.0% | -65.5% | -8.9% |
| 1Y | +13.8% | +59.4% | -45.5% | +5.9% |
| 3Y | +134.6% | +127.0% | +7.6% | +106.4% |
| 5Y | +127.9% | +61.7% | +66.3% | +99.7% |
| All | +119.0% | +449.5% | -330.4% | +36.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling