+571.7%
SMTC vs WCC
+137.6%
+434.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.5% | +7.5% | +8.1% |
| 7D | +22.9% | +8.5% | +14.5% | +16.0% |
| 30D | +16.6% | -1.0% | +17.6% | +18.7% |
| 3M | +2.4% | +2.1% | +0.3% | +2.7% |
| 6M | +98.3% | +36.8% | +61.4% | +64.4% |
| YTD | +120.7% | +47.7% | +73.0% | +72.8% |
| 1Y | +168.3% | +66.5% | +101.7% | +92.0% |
| 3Y | +571.7% | +134.2% | +437.6% | +243.6% |
| All | +571.7% | +137.6% | +434.1% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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