+240.0%
WPM vs SWK
-25.4%
+265.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.2% |
| 7D | +7.5% | +11.3% | -3.8% | +5.6% |
| 30D | -3.8% | +28.1% | -31.9% | -7.5% |
| 3M | +8.0% | +12.6% | -4.6% | +5.8% |
| 6M | +6.1% | +51.7% | -45.6% | -0.3% |
| YTD | +13.2% | +60.0% | -46.8% | +5.5% |
| 1Y | +37.9% | +72.7% | -34.8% | +27.4% |
| 3Y | +201.7% | +46.3% | +155.4% | +181.6% |
| 5Y | +240.0% | -24.6% | +264.7% | +203.7% |
| All | +240.0% | -25.4% | +265.5% | +203.7% |
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