+945.5%
SMCI vs WST
+456.5%
+489.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.7% |
| 7D | -6.6% | +4.2% | -10.8% | -7.4% |
| 30D | -24.9% | +11.2% | -36.1% | -26.6% |
| 3M | -31.4% | +20.4% | -51.8% | -34.3% |
| 6M | -16.0% | +37.9% | -53.9% | -22.1% |
| YTD | -8.2% | +51.8% | -60.0% | -17.2% |
| 1Y | -23.4% | +56.6% | -80.0% | -31.6% |
| 3Y | +5.0% | +24.2% | -19.2% | -9.0% |
| 5Y | +515.0% | +0.7% | +514.3% | +467.0% |
| All | +945.5% | +456.5% | +489.0% | +378.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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