+376.8%
DDOG vs SWK
-0.7%
+377.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -23.9% | +11.0% | -34.9% | -26.8% |
| 30D | -34.0% | +30.1% | -64.1% | -39.6% |
| 3M | -21.9% | +14.7% | -36.6% | -25.9% |
| 6M | +24.6% | +44.5% | -19.9% | +9.5% |
| YTD | +31.7% | +59.4% | -27.7% | +10.7% |
| 1Y | -6.2% | +77.5% | -83.7% | -24.1% |
| 3Y | +125.1% | +49.5% | +75.6% | +83.1% |
| 5Y | -3.5% | -24.9% | +21.4% | -6.3% |
| All | +376.8% | -0.7% | +377.5% | +280.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling