+101.9%
WMT vs DDOG
+125.3%
-23.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.3% |
| 7D | 0.0% | +3.9% | -3.9% | 0.0% |
| 30D | -7.4% | -8.2% | +0.8% | -7.4% |
| 3M | -10.9% | -5.6% | -5.3% | -10.9% |
| 6M | -12.7% | +73.5% | -86.2% | -14.2% |
| YTD | -3.2% | +62.7% | -65.9% | -4.7% |
| 1Y | +5.3% | +59.0% | -53.7% | +2.8% |
| 3Y | +101.9% | +117.1% | -15.3% | +89.0% |
| All | +101.9% | +125.3% | -23.4% | +89.0% |
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