+198.8%
WMT vs DDOG
+421.0%
-222.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -1.0% |
| 7D | +0.1% | -6.1% | +6.2% | +0.4% |
| 30D | -5.0% | -10.1% | +5.2% | -4.6% |
| 3M | -11.3% | -9.3% | -2.0% | -11.1% |
| 6M | -13.8% | +67.2% | -81.0% | -17.1% |
| YTD | -4.2% | +54.6% | -58.8% | -7.7% |
| 1Y | +4.6% | +54.1% | -49.5% | +0.2% |
| 3Y | +100.5% | +115.3% | -14.8% | +85.0% |
| 5Y | +129.7% | +50.6% | +79.1% | +109.3% |
| All | +198.8% | +421.0% | -222.2% | +117.9% |
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 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