+530.1%
SMTC vs WPM
+558.4%
-28.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.6% |
| 7D | +13.1% | -0.6% | +13.6% | +13.3% |
| 30D | +19.5% | +14.4% | +5.0% | +15.2% |
| 3M | +2.2% | +37.0% | -34.7% | -5.8% |
| 6M | +94.9% | +4.1% | +90.8% | +91.1% |
| YTD | +127.0% | +31.7% | +95.2% | +111.1% |
| 1Y | +174.6% | +44.2% | +130.4% | +150.3% |
| 3Y | +615.9% | +265.5% | +350.4% | +438.3% |
| 5Y | +125.6% | +262.5% | -136.9% | +66.5% |
| All | +530.1% | +558.4% | -28.3% | +356.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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