+499.6%
SMTC vs WAB
+292.7%
+206.9%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.9% | -2.9% |
| 7D | +17.5% | -0.2% | +17.7% | +17.8% |
| 30D | +21.3% | -5.9% | +27.2% | +26.9% |
| 3M | +3.1% | +9.4% | -6.2% | -3.1% |
| 6M | +81.7% | +13.8% | +67.9% | +66.8% |
| YTD | +115.9% | +31.8% | +84.2% | +79.1% |
| 1Y | +157.8% | +48.5% | +109.3% | +97.2% |
| 3Y | +557.3% | +167.0% | +390.3% | +261.7% |
| 5Y | +114.7% | +222.3% | -107.7% | +6.7% |
| All | +499.6% | +292.7% | +206.9% | +135.4% |
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