+1,770.3%
SMCI vs WTW
+198.0%
+1,572.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +1.3% | -5.7% | +7.0% | +2.9% |
| 30D | +6.6% | -7.3% | +13.9% | +8.6% |
| 3M | +25.4% | +21.5% | +4.0% | +17.4% |
| 6M | +26.1% | +9.6% | +16.5% | +20.3% |
| YTD | +37.0% | -3.3% | +40.3% | +36.6% |
| 1Y | -8.8% | -6.1% | -2.6% | -8.3% |
| 3Y | +44.6% | +61.8% | -17.2% | +6.0% |
| 5Y | +995.9% | +42.7% | +953.3% | +744.0% |
| All | +1,770.3% | +198.0% | +1,572.3% | +885.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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