+577.7%
WPM vs SWK
+32.9%
+544.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +5.2% |
| 7D | +20.8% | +10.7% | +10.1% | +19.3% |
| 30D | +3.8% | +33.3% | -29.5% | +0.1% |
| 3M | +7.4% | +14.7% | -7.3% | +5.5% |
| 6M | +4.0% | +48.5% | -44.6% | -0.9% |
| YTD | +23.0% | +63.9% | -40.9% | +15.9% |
| 1Y | +45.9% | +80.4% | -34.5% | +36.3% |
| 3Y | +242.9% | +58.1% | +184.8% | +220.6% |
| 5Y | +259.5% | -24.5% | +284.0% | +250.6% |
| 10Y | +577.7% | +29.5% | +548.2% | +647.3% |
| All | +577.7% | +32.9% | +544.8% | +647.3% |
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