+111.4%
WFC vs DDOG
+357.0%
-245.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.4% | -3.3% | -0.2% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +3.6% | -35.8% | +39.4% | +7.2% |
| 3M | -1.3% | -25.3% | +24.0% | +0.6% |
| 6M | +18.0% | -8.9% | +26.8% | +17.2% |
| YTD | -5.9% | +35.6% | -41.5% | -11.2% |
| 1Y | +1.8% | -6.8% | +8.6% | 0.0% |
| 3Y | +125.0% | +77.9% | +47.1% | +102.0% |
| 5Y | +92.0% | -3.1% | +95.1% | +74.7% |
| All | +111.4% | +357.0% | -245.6% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling