+25.7%
SMTC vs WAB
+223.3%
-197.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -4.5% |
| 7D | -10.9% | +4.0% | -14.9% | -13.7% |
| 30D | -39.4% | +6.3% | -45.7% | -42.4% |
| 3M | -13.5% | +3.3% | -16.8% | -15.2% |
| 6M | -6.8% | +14.5% | -21.3% | -18.4% |
| YTD | +54.0% | +42.7% | +11.3% | +6.6% |
| 1Y | +50.8% | +45.2% | +5.6% | +2.6% |
| 3Y | +677.3% | +173.8% | +503.6% | +191.8% |
| All | +25.7% | +223.3% | -197.6% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling