+131.4%
WMT vs DDOG
+56.4%
+75.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | 0.0% |
| 7D | -2.5% | +3.2% | -5.7% | -2.6% |
| 30D | -6.4% | -10.2% | +3.7% | -6.1% |
| 3M | -12.1% | -2.6% | -9.5% | -12.3% |
| 6M | -15.0% | +80.1% | -95.1% | -17.9% |
| YTD | -4.5% | +63.0% | -67.5% | -7.5% |
| 1Y | +6.2% | +59.4% | -53.2% | +2.4% |
| 3Y | +99.9% | +127.0% | -27.2% | +86.1% |
| 5Y | +131.4% | +61.7% | +69.8% | +106.5% |
| All | +131.4% | +56.4% | +75.0% | +106.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling