+1,643.5%
SMCI vs WST
+341.6%
+1,301.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.5% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +18.3% | -2.0% | +20.3% | +18.7% |
| 3M | +27.7% | +4.1% | +23.6% | +26.3% |
| 6M | +17.6% | +47.4% | -29.8% | +7.1% |
| YTD | +27.7% | +25.4% | +2.3% | +20.3% |
| 1Y | -14.9% | +35.3% | -50.2% | -21.7% |
| 3Y | +33.2% | -11.7% | +44.9% | +28.1% |
| 5Y | +921.6% | -24.0% | +945.6% | +915.9% |
| All | +1,643.5% | +341.6% | +1,301.8% | +776.4% |
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