+377.0%
SMTC vs WETO
-99.4%
+476.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.4% | +10.5% | +5.2% |
| 7D | +13.1% | -4.3% | +17.4% | +13.2% |
| 30D | +19.5% | -39.9% | +59.4% | +14.0% |
| 3M | +2.2% | -97.9% | +100.1% | +3.5% |
| 6M | +94.9% | -95.0% | +189.9% | +92.2% |
| YTD | +127.0% | -97.2% | +224.1% | +120.1% |
| 1Y | +174.6% | -98.9% | +273.5% | +160.4% |
| All | +377.0% | -99.4% | +476.4% | +353.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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