+561.8%
GWW vs SMTC
+548.2%
+13.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.1% |
| 7D | -3.4% | +13.1% | -16.4% | -5.2% |
| 30D | -1.9% | +19.5% | -21.4% | -4.9% |
| 3M | -2.4% | +2.2% | -4.6% | -4.4% |
| 6M | +15.7% | +94.9% | -79.1% | +1.0% |
| YTD | +27.6% | +127.0% | -99.4% | +8.2% |
| 1Y | +27.2% | +174.6% | -147.4% | +3.7% |
| 3Y | +89.7% | +615.9% | -526.3% | +13.3% |
| 5Y | +223.9% | +125.6% | +98.3% | +147.9% |
| All | +561.8% | +548.2% | +13.5% | +267.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling