+340.7%
SMTC vs WCN
+322.1%
+18.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +11.0% | +2.6% | +8.4% | +9.7% |
| 30D | -28.5% | +23.9% | -52.4% | -37.3% |
| 3M | -14.2% | +17.4% | -31.6% | -23.0% |
| 6M | -18.0% | +28.0% | -46.0% | -31.9% |
| YTD | +55.5% | +11.6% | +43.9% | +40.4% |
| 1Y | +69.5% | +16.9% | +52.7% | +47.6% |
| 3Y | +699.7% | +51.6% | +648.1% | +459.0% |
| 5Y | +27.4% | +48.0% | -20.6% | -11.3% |
| All | +340.7% | +322.1% | +18.7% | +74.8% |
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