+1,258.3%
SWKS vs WPM
+5,085.8%
-3,827.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -9.2% | +7.5% | -16.7% | -10.6% |
| 30D | -1.9% | -3.8% | +1.9% | -1.6% |
| 3M | +21.2% | +8.0% | +13.2% | +18.7% |
| 6M | +12.9% | +6.1% | +6.8% | +10.4% |
| YTD | +30.7% | +13.2% | +17.5% | +24.9% |
| 1Y | +14.1% | +37.9% | -23.7% | +4.9% |
| 3Y | -1.7% | +201.7% | -203.4% | -23.6% |
| 5Y | -43.0% | +240.0% | -283.0% | -57.3% |
| 10Y | +34.3% | +531.0% | -496.7% | -14.6% |
| All | +1,258.3% | +5,085.8% | -3,827.6% | +451.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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