+130.7%
WFC vs DDOG
+117.5%
+13.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -1.0% | -2.2% |
| 7D | +1.1% | -6.1% | +7.1% | +1.4% |
| 30D | +0.8% | -10.1% | +10.9% | +1.3% |
| 3M | +9.3% | -9.3% | +18.5% | +9.5% |
| 6M | +10.6% | +67.2% | -56.5% | +4.5% |
| YTD | -4.1% | +54.6% | -58.7% | -9.1% |
| 1Y | +13.6% | +54.1% | -40.5% | +6.6% |
| 3Y | +130.7% | +115.3% | +15.5% | +109.7% |
| All | +130.7% | +117.5% | +13.2% | +109.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling