+1,138.0%
SWKS vs WPM
+5,967.5%
-4,829.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +12.5% | +1.1% | +11.4% | +12.3% |
| 30D | +10.5% | +26.4% | -15.9% | +5.5% |
| 3M | -7.4% | +20.8% | -28.2% | -10.9% |
| 6M | +32.7% | +1.1% | +31.6% | +30.9% |
| YTD | +19.2% | +32.5% | -13.3% | +11.0% |
| 1Y | +2.4% | +51.5% | -49.1% | -7.4% |
| 3Y | -25.6% | +267.0% | -292.6% | -44.1% |
| 5Y | -53.4% | +250.1% | -303.6% | -65.2% |
| 10Y | +23.2% | +540.4% | -517.2% | -21.8% |
| All | +1,138.0% | +5,967.5% | -4,829.5% | +390.3% |
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