-- the phrase "who's your daddy?" is used when one describes he is better than the other person.
the word, 'daddy' in U.S., has a connotation of someone is would provide you with all your needs.
this phrase is mostly used, though, when a man teases his significant other in a "playful" (usually with a sexual conotation) manner.
> "sugar daddy" means?
-- "sugar daddy" also has a similar meaning. but, this phrase is used to refer to the man who acts as the provider.
Usually, to a much "older" man who is dating "younger" partner. And this older man "provides" (financially or materially) to the younger partner.