+112.0%
WFC vs DDOG
+356.4%
-244.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.5% | +2.9% | -0.3% | +2.3% |
| 30D | +7.0% | -31.6% | +38.6% | +10.1% |
| 3M | -1.8% | -27.0% | +25.2% | +0.3% |
| 6M | +18.4% | -10.3% | +28.7% | +17.8% |
| YTD | -5.6% | +35.4% | -41.0% | -10.9% |
| 1Y | +3.9% | -1.0% | +4.9% | +1.4% |
| 3Y | +126.3% | +76.7% | +49.7% | +103.4% |
| 5Y | +91.1% | -4.6% | +95.7% | +74.1% |
| All | +112.0% | +356.4% | -244.4% | +33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling