+340.7%
SMTC vs WAB
+266.7%
+74.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.4% |
| 7D | +11.0% | +5.1% | +6.0% | +7.4% |
| 30D | -28.5% | +4.0% | -32.5% | -29.6% |
| 3M | -14.2% | +0.1% | -14.3% | -13.1% |
| 6M | -18.0% | +12.8% | -30.8% | -23.7% |
| YTD | +55.5% | +40.1% | +15.4% | +24.6% |
| 1Y | +69.5% | +46.4% | +23.2% | +31.9% |
| 3Y | +699.7% | +167.4% | +532.3% | +338.1% |
| 5Y | +27.4% | +215.0% | -187.6% | -36.1% |
| All | +340.7% | +266.7% | +74.1% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling