+29.9%
GWW vs SMTC
+154.8%
-124.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | +0.5% |
| 7D | +1.4% | +12.7% | -11.4% | +0.9% |
| 30D | +3.3% | +22.0% | -18.7% | +2.3% |
| 3M | +2.9% | -12.7% | +15.6% | +3.5% |
| 6M | +15.8% | +64.8% | -49.0% | +10.9% |
| YTD | +32.0% | +100.7% | -68.7% | +25.4% |
| 1Y | +29.9% | +146.9% | -117.0% | +21.4% |
| All | +29.9% | +154.8% | -124.9% | +21.4% |
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