+114.7%
SMTC vs WSM
+171.2%
-56.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -2.1% |
| 7D | +17.5% | +0.4% | +17.1% | +17.4% |
| 30D | +21.3% | -10.7% | +32.0% | +28.0% |
| 3M | +3.1% | +8.5% | -5.3% | -1.5% |
| 6M | +81.7% | +19.6% | +62.1% | +64.9% |
| YTD | +115.9% | +26.6% | +89.3% | +90.0% |
| 1Y | +157.8% | +12.0% | +145.9% | +139.9% |
| 3Y | +557.3% | +226.6% | +330.6% | +264.5% |
| 5Y | +114.7% | +174.1% | -59.5% | +25.1% |
| All | +114.7% | +171.2% | -56.5% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling