+210.4%
WPM vs SWK
+50.7%
+159.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -3.6% | -1.4% | -2.2% | -3.3% |
| 30D | +1.4% | +25.5% | -24.0% | -2.3% |
| 3M | -0.2% | +11.8% | -12.0% | -2.2% |
| 6M | -7.3% | +48.7% | -56.0% | -12.5% |
| YTD | +12.3% | +57.2% | -44.8% | +5.3% |
| 1Y | +24.9% | +75.3% | -50.4% | +16.4% |
| 3Y | +210.4% | +51.9% | +158.4% | +188.3% |
| All | +210.4% | +50.7% | +159.7% | +188.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling