+236.0%
PODD vs SWK
+2.4%
+233.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -2.9% | -2.3% |
| 7D | +1.6% | -0.4% | +2.1% | +1.7% |
| 30D | +10.7% | -5.7% | +16.4% | +12.4% |
| 3M | +0.7% | +24.1% | -23.3% | -5.9% |
| 6M | -39.3% | +24.7% | -64.0% | -43.7% |
| YTD | -48.1% | +33.9% | -82.1% | -53.2% |
| 1Y | -57.4% | +34.7% | -92.1% | -61.9% |
| 3Y | -23.3% | +15.3% | -38.5% | -30.5% |
| 5Y | -51.3% | -39.3% | -12.0% | -48.1% |
| All | +236.0% | +2.4% | +233.6% | +152.6% |
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