+757.8%
WPM vs SWK
+21.9%
+735.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +3.1% | -2.3% | +5.4% | +3.4% |
| 30D | -1.8% | +30.4% | -32.3% | -5.2% |
| 3M | +1.0% | +12.1% | -11.1% | -0.5% |
| 6M | -5.4% | +49.1% | -54.5% | -10.0% |
| YTD | +15.9% | +60.4% | -44.6% | +9.2% |
| 1Y | +30.8% | +78.3% | -47.5% | +22.0% |
| 3Y | +222.6% | +53.3% | +169.3% | +201.7% |
| 5Y | +227.4% | -27.0% | +254.3% | +221.6% |
| 10Y | +757.8% | +20.8% | +737.0% | +646.0% |
| All | +757.8% | +21.9% | +735.9% | +646.0% |
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