+309.1%
PODD vs SWK
+29.6%
+279.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | -2.1% | +11.0% | -13.1% | -5.0% |
| 30D | +9.0% | +30.1% | -21.0% | +1.2% |
| 3M | +5.2% | +14.7% | -9.5% | +1.0% |
| 6M | -3.2% | +44.5% | -47.7% | -13.4% |
| YTD | -48.5% | +59.4% | -107.8% | -55.7% |
| 1Y | -54.7% | +77.5% | -132.2% | -62.4% |
| 3Y | -7.8% | +49.5% | -57.3% | -22.4% |
| 5Y | -52.4% | -24.9% | -27.5% | -52.4% |
| All | +309.1% | +29.6% | +279.6% | +204.4% |
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