+13.0%
DDOG vs SW
-0.1%
+13.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.5% | -15.2% |
| 7D | -32.2% | +12.1% | -44.3% | -33.9% |
| 30D | -31.7% | +6.6% | -38.3% | -32.8% |
| 3M | -34.5% | -6.0% | -28.5% | -33.9% |
| 6M | +28.7% | +21.5% | +7.2% | +21.9% |
| YTD | +38.8% | +20.3% | +18.4% | +30.6% |
| 1Y | +19.8% | +28.1% | -8.3% | +10.9% |
| 3Y | +130.0% | +51.6% | +78.4% | +98.2% |
| 5Y | +13.0% | -0.1% | +13.2% | +0.1% |
| All | +13.0% | -0.1% | +13.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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