+375.1%
DDOG vs SWK
+0.7%
+374.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.3% |
| 7D | -19.1% | +11.3% | -30.4% | -22.1% |
| 30D | -39.2% | +31.5% | -70.6% | -44.5% |
| 3M | -31.6% | +14.4% | -46.0% | -35.0% |
| 6M | -10.9% | +46.4% | -57.3% | -21.9% |
| YTD | +31.2% | +61.6% | -30.4% | +9.9% |
| 1Y | -10.7% | +78.7% | -89.4% | -27.8% |
| 3Y | +72.1% | +54.4% | +17.7% | +38.7% |
| 5Y | -5.5% | -25.3% | +19.8% | -8.2% |
| All | +375.1% | +0.7% | +374.4% | +277.9% |
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