-13.4%
SMTC vs WST
+28.5%
-41.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.9% | +12.2% |
| 7D | -19.0% | -3.1% | -15.9% | -18.5% |
| 30D | -46.7% | +9.1% | -55.8% | -46.3% |
| 3M | -23.4% | +14.7% | -38.1% | -23.5% |
| 6M | -13.4% | +28.0% | -41.4% | -14.4% |
| All | -13.4% | +28.5% | -41.9% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling