+365.0%
DDOG vs SWK
-0.3%
+365.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.6% | -4.9% | -6.8% |
| 7D | -34.3% | +11.3% | -45.6% | -36.8% |
| 30D | -37.2% | +28.1% | -65.3% | -42.3% |
| 3M | -38.3% | +12.6% | -50.9% | -41.1% |
| 6M | +19.8% | +51.7% | -31.9% | +3.6% |
| YTD | +28.4% | +60.0% | -31.6% | +7.9% |
| 1Y | +12.7% | +72.7% | -60.0% | -8.2% |
| 3Y | +112.8% | +46.3% | +66.5% | +74.7% |
| 5Y | -5.9% | -24.6% | +18.7% | -8.7% |
| All | +365.0% | -0.3% | +365.3% | +271.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling