+340.7%
SMTC vs WST
+456.5%
-115.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.6% |
| 7D | +11.0% | +4.2% | +6.8% | +9.2% |
| 30D | -28.5% | +11.2% | -39.7% | -31.4% |
| 3M | -14.2% | +20.4% | -34.6% | -20.7% |
| 6M | -18.0% | +37.9% | -55.9% | -28.4% |
| YTD | +55.5% | +51.8% | +3.7% | +29.4% |
| 1Y | +69.5% | +56.6% | +12.9% | +39.1% |
| 3Y | +699.7% | +24.2% | +675.4% | +548.2% |
| 5Y | +27.4% | +0.7% | +26.7% | +12.6% |
| All | +340.7% | +456.5% | -115.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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