+1,274.6%
SWKS vs WPM
+5,236.6%
-3,961.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.7% |
| 7D | -6.2% | +16.9% | -23.1% | -9.1% |
| 30D | -1.5% | +2.0% | -3.4% | -2.2% |
| 3M | +23.0% | +8.9% | +14.0% | +20.2% |
| 6M | +27.6% | +1.6% | +26.0% | +26.1% |
| YTD | +32.3% | +16.5% | +15.8% | +25.7% |
| 1Y | +20.1% | +42.2% | -22.1% | +9.7% |
| 3Y | +0.6% | +213.3% | -212.7% | -22.3% |
| 5Y | -42.3% | +249.9% | -292.2% | -57.1% |
| 10Y | +35.9% | +549.4% | -513.4% | -14.1% |
| All | +1,274.6% | +5,236.6% | -3,961.9% | +455.2% |
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