+57.1%
GWW vs SMTC
+70.8%
-13.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -12.9% | +19.5% | +6.6% |
| 7D | +11.1% | -24.5% | +35.6% | +11.4% |
| 30D | +15.7% | -42.5% | +58.2% | +16.7% |
| 3M | +14.8% | -14.1% | +28.8% | +14.1% |
| 6M | +30.9% | +3.6% | +27.3% | +28.1% |
| YTD | +48.5% | +50.6% | -2.1% | +41.6% |
| 1Y | +57.1% | +72.2% | -15.1% | +49.6% |
| All | +57.1% | +70.8% | -13.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling