+55.0%
DDOG vs SWK
-38.7%
+93.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | -10.1% | -0.4% | -9.7% | -10.1% |
| 30D | -24.8% | -5.7% | -19.1% | -23.3% |
| 3M | -12.6% | +24.1% | -36.7% | -19.2% |
| 6M | +79.9% | +24.7% | +55.2% | +64.2% |
| YTD | +56.6% | +33.9% | +22.6% | +38.4% |
| 1Y | +61.6% | +34.7% | +26.9% | +41.1% |
| 3Y | +117.9% | +15.3% | +102.6% | +91.2% |
| All | +55.0% | -38.7% | +93.7% | +64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling