+339.9%
SMTC vs WST
+446.4%
-106.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | -10.9% | +1.4% | -12.3% | -11.0% |
| 30D | -39.4% | +12.7% | -52.1% | -42.2% |
| 3M | -13.5% | +17.2% | -30.7% | -19.2% |
| 6M | -6.8% | +26.7% | -33.5% | -15.9% |
| YTD | +54.0% | +50.3% | +3.7% | +28.7% |
| 1Y | +50.8% | +50.2% | +0.5% | +25.9% |
| 3Y | +677.3% | +21.7% | +655.6% | +536.5% |
| 5Y | +28.7% | +2.0% | +26.7% | +12.7% |
| 10Y | +339.9% | +451.1% | -111.2% | +61.7% |
| All | +339.9% | +446.4% | -106.5% | +61.7% |
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