+19.8%
DDOG vs SWK
+87.6%
-67.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +13.1% | -27.5% | -11.3% |
| 7D | -32.2% | +17.9% | -50.1% | -29.4% |
| 30D | -31.7% | +31.9% | -63.7% | -28.1% |
| 3M | -34.5% | +16.6% | -51.1% | -31.6% |
| 6M | +28.7% | +61.1% | -32.5% | +40.3% |
| YTD | +38.8% | +64.2% | -25.4% | +59.8% |
| 1Y | +19.8% | +85.2% | -65.4% | +50.2% |
| All | +19.8% | +87.6% | -67.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling