+260.8%
WPM vs SWK
-38.7%
+299.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.2% |
| 7D | +1.1% | -0.4% | +1.5% | +1.2% |
| 30D | +26.4% | -5.7% | +32.1% | +27.5% |
| 3M | +20.8% | +24.1% | -3.2% | +17.2% |
| 6M | +1.1% | +24.7% | -23.6% | -2.2% |
| YTD | +32.5% | +33.9% | -1.5% | +27.1% |
| 1Y | +51.5% | +34.7% | +16.8% | +45.1% |
| 3Y | +267.0% | +15.3% | +251.7% | +255.2% |
| All | +260.8% | -38.7% | +299.5% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling