+69,284.5%
SMTC vs WSM
+34,818.5%
+34,466.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +9.9% |
| 7D | +22.9% | +2.6% | +20.4% | +22.1% |
| 30D | +16.6% | -9.5% | +26.2% | +19.8% |
| 3M | +2.4% | +12.9% | -10.5% | -1.3% |
| 6M | +98.3% | +23.0% | +75.2% | +86.7% |
| YTD | +120.7% | +28.9% | +91.8% | +105.0% |
| 1Y | +168.3% | +13.7% | +154.6% | +157.5% |
| 3Y | +571.7% | +232.6% | +339.1% | +381.3% |
| 5Y | +114.0% | +185.9% | -71.9% | +56.2% |
| 10Y | +497.0% | +998.6% | -501.6% | +195.7% |
| All | +69,284.5% | +34,818.5% | +34,466.0% | +15,418.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling