+13,779.4%
GWW vs SMTC
+69,284.5%
-55,505.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.0% | -12.6% | -3.6% |
| 7D | -1.5% | +22.9% | -24.5% | -3.6% |
| 30D | +1.1% | +16.6% | -15.5% | -0.8% |
| 3M | -1.0% | +2.4% | -3.4% | -2.4% |
| 6M | +16.3% | +98.3% | -82.0% | +6.6% |
| YTD | +28.5% | +120.7% | -92.2% | +16.2% |
| 1Y | +30.3% | +168.3% | -138.0% | +15.0% |
| 3Y | +91.6% | +571.7% | -480.1% | +45.9% |
| 5Y | +224.0% | +114.0% | +110.0% | +171.2% |
| 10Y | +551.3% | +497.0% | +54.3% | +385.4% |
| All | +13,779.4% | +69,284.5% | -55,505.2% | +8,015.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling