+55.0%
DDOG vs SW
-2.3%
+57.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.1% | -1.1% |
| 7D | -10.1% | -5.1% | -5.1% | -9.2% |
| 30D | -24.8% | -4.6% | -20.2% | -24.1% |
| 3M | -12.6% | +9.4% | -22.0% | -14.7% |
| 6M | +79.9% | +3.5% | +76.4% | +76.6% |
| YTD | +56.6% | +22.0% | +34.5% | +47.6% |
| 1Y | +61.6% | +2.2% | +59.4% | +58.0% |
| 3Y | +117.9% | +19.6% | +98.3% | +99.7% |
| All | +55.0% | -2.3% | +57.4% | +40.3% |
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