+499.6%
SMTC vs WCN
+235.2%
+264.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.3% |
| 7D | +17.5% | -4.4% | +21.9% | +20.5% |
| 30D | +21.3% | -4.4% | +25.7% | +24.1% |
| 3M | +3.1% | +0.5% | +2.7% | +0.3% |
| 6M | +81.7% | -3.3% | +85.0% | +80.0% |
| YTD | +115.9% | -8.5% | +124.4% | +121.0% |
| 1Y | +157.8% | -8.9% | +166.8% | +162.3% |
| 3Y | +557.3% | +18.0% | +539.2% | +441.3% |
| 5Y | +114.7% | +25.0% | +89.6% | +65.6% |
| All | +499.6% | +235.2% | +264.3% | +171.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling