+692.0%
SMTC vs WAB
+173.8%
+518.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -4.6% |
| 7D | -10.9% | +4.0% | -14.9% | -14.0% |
| 30D | -39.4% | +6.3% | -45.7% | -42.7% |
| 3M | -13.5% | +3.3% | -16.8% | -15.4% |
| 6M | -6.8% | +14.5% | -21.3% | -19.5% |
| YTD | +54.0% | +42.7% | +11.3% | +1.9% |
| 1Y | +50.8% | +45.2% | +5.6% | -2.2% |
| All | +692.0% | +173.8% | +518.1% | +163.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling