+119.0%
SMTC vs WAB
+224.0%
-105.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +2.2% |
| 7D | +22.5% | +0.2% | +22.2% | +22.3% |
| 30D | +24.9% | -4.6% | +29.4% | +31.4% |
| 3M | +4.1% | +5.6% | -1.6% | -2.0% |
| 6M | +92.6% | +13.8% | +78.7% | +68.2% |
| YTD | +122.5% | +31.9% | +90.6% | +66.5% |
| 1Y | +166.2% | +48.3% | +118.0% | +76.3% |
| 3Y | +577.2% | +167.1% | +410.0% | +168.0% |
| 5Y | +119.0% | +222.9% | -103.9% | -25.5% |
| All | +119.0% | +224.0% | -105.0% | -25.5% |
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