+119.6%
WFC vs DDOG
+458.3%
-338.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.2% | +1.3% |
| 7D | +0.4% | +7.7% | -7.2% | -0.2% |
| 30D | +2.5% | -13.6% | +16.1% | +3.7% |
| 3M | +10.0% | -0.9% | +10.9% | +9.4% |
| 6M | +15.1% | +75.2% | -60.2% | +7.2% |
| YTD | -2.2% | +65.7% | -67.9% | -8.8% |
| 1Y | +13.5% | +60.4% | -46.9% | +5.5% |
| 3Y | +135.2% | +130.7% | +4.6% | +106.6% |
| 5Y | +128.3% | +59.9% | +68.4% | +100.2% |
| All | +119.6% | +458.3% | -338.7% | +36.9% |
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