+699.7%
SMTC vs WSM
+260.3%
+439.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.8% |
| 7D | +11.0% | 0.0% | +11.0% | +11.2% |
| 30D | -28.5% | +5.1% | -33.6% | -30.9% |
| 3M | -14.2% | +5.1% | -19.3% | -17.3% |
| 6M | -18.0% | +48.6% | -66.6% | -34.5% |
| YTD | +55.5% | +44.2% | +11.3% | +25.4% |
| 1Y | +69.5% | +38.1% | +31.4% | +39.5% |
| 3Y | +699.7% | +257.2% | +442.4% | +319.6% |
| All | +699.7% | +260.3% | +439.4% | +319.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 3y: compounded portfolio wealth divided by compounded WSM 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…
3y analysis · Full analysis span regression · 6 months rolling