+571.7%
SMTC vs WAB
+168.6%
+403.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.6% | +9.4% | +9.3% |
| 7D | +22.9% | +1.7% | +21.3% | +20.8% |
| 30D | +16.6% | -2.4% | +19.1% | +20.4% |
| 3M | +2.4% | +9.7% | -7.3% | -8.6% |
| 6M | +98.3% | +16.5% | +81.8% | +64.7% |
| YTD | +120.7% | +33.7% | +87.0% | +54.5% |
| 1Y | +168.3% | +49.7% | +118.6% | +63.1% |
| 3Y | +571.7% | +170.9% | +400.8% | +96.0% |
| All | +571.7% | +168.6% | +403.1% | +96.0% |
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