+6,963.4%
SMTC vs WAB
+4,092.2%
+2,871.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.7% | +8.5% | +8.9% |
| 7D | +12.7% | -3.2% | +16.0% | +14.5% |
| 30D | +22.0% | -4.4% | +26.4% | +24.8% |
| 3M | -12.7% | +7.9% | -20.5% | -15.7% |
| 6M | +64.8% | +8.7% | +56.1% | +59.3% |
| YTD | +100.7% | +33.0% | +67.7% | +76.1% |
| 1Y | +146.9% | +46.7% | +100.2% | +107.1% |
| 3Y | +456.8% | +153.0% | +303.8% | +275.1% |
| 5Y | +89.2% | +222.3% | -133.0% | +15.5% |
| 10Y | +426.9% | +291.0% | +135.9% | +179.9% |
| All | +6,963.4% | +4,092.2% | +2,871.2% | +1,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling