+353.9%
SMTC vs WETO
-99.4%
+453.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.1% | -10.0% | -3.1% |
| 7D | +17.5% | -19.9% | +37.4% | +18.1% |
| 30D | +21.3% | -42.7% | +64.0% | +15.8% |
| 3M | +3.1% | -97.7% | +100.9% | +4.2% |
| 6M | +81.7% | -94.4% | +176.1% | +79.4% |
| YTD | +115.9% | -97.0% | +212.9% | +109.1% |
| 1Y | +157.8% | -98.9% | +256.7% | +144.2% |
| All | +353.9% | -99.4% | +453.2% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling