+402.6%
DDOG vs SW
+86.5%
+316.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +4.1% | -18.5% | -15.1% |
| 7D | -32.2% | +12.1% | -44.3% | -33.6% |
| 30D | -31.7% | +6.6% | -38.3% | -32.6% |
| 3M | -34.5% | -6.0% | -28.5% | -34.0% |
| 6M | +28.7% | +21.5% | +7.2% | +23.1% |
| YTD | +38.8% | +20.3% | +18.4% | +32.1% |
| 1Y | +19.8% | +28.1% | -8.3% | +12.6% |
| 3Y | +130.0% | +51.6% | +78.4% | +105.8% |
| 5Y | +13.0% | -0.1% | +13.2% | +3.2% |
| All | +402.6% | +86.5% | +316.1% | +332.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling