+321.1%
PODD vs SWK
+32.9%
+288.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.6% | +1.4% |
| 7D | -2.5% | +10.7% | -13.1% | -5.3% |
| 30D | +10.7% | +33.3% | -22.6% | +2.1% |
| 3M | +6.1% | +14.7% | -8.5% | +1.9% |
| 6M | -2.8% | +48.5% | -51.3% | -13.8% |
| YTD | -47.3% | +63.9% | -111.2% | -55.0% |
| 1Y | -53.2% | +80.4% | -133.6% | -61.2% |
| 3Y | -2.0% | +58.1% | -60.1% | -18.9% |
| 5Y | -52.9% | -24.5% | -28.4% | -53.0% |
| 10Y | +321.1% | +29.5% | +291.6% | +214.2% |
| All | +321.1% | +32.9% | +288.2% | +214.2% |
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