+72.2%
SMTC vs WAB
+46.5%
+25.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.1% | -14.0% | -14.0% |
| 7D | -24.5% | +4.5% | -29.0% | -27.8% |
| 30D | -42.5% | +1.1% | -43.5% | -43.0% |
| 3M | -14.1% | -1.3% | -12.8% | -12.7% |
| 6M | +3.6% | +12.7% | -9.1% | -7.7% |
| YTD | +50.6% | +38.7% | +11.9% | +5.9% |
| 1Y | +72.2% | +44.9% | +27.3% | +15.8% |
| All | +72.2% | +46.5% | +25.7% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling