+351.4%
SMTC vs WST
+466.7%
-115.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +3.3% | +9.5% | +11.4% |
| 7D | -4.8% | +1.3% | -6.1% | -4.9% |
| 30D | -37.8% | +12.9% | -50.7% | -40.7% |
| 3M | -16.5% | +16.7% | -33.1% | -21.7% |
| 6M | -4.4% | +26.8% | -31.2% | -13.7% |
| YTD | +58.0% | +50.5% | +7.5% | +32.0% |
| 1Y | +62.0% | +52.9% | +9.1% | +34.4% |
| 3Y | +745.7% | +23.9% | +721.8% | +586.0% |
| 5Y | +29.0% | +1.0% | +28.0% | +13.7% |
| 10Y | +351.4% | +451.4% | -100.0% | +66.3% |
| All | +351.4% | +466.7% | -115.4% | +66.3% |
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