+43,936.3%
SMTC vs WST
+14,518.0%
+29,418.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.9% | +10.9% | +12.0% |
| 7D | -19.0% | -3.1% | -15.9% | -17.6% |
| 30D | -46.7% | +9.1% | -55.8% | -48.6% |
| 3M | -23.4% | +14.7% | -38.1% | -27.9% |
| 6M | -13.4% | +28.0% | -41.4% | -22.4% |
| YTD | +40.1% | +45.6% | -5.6% | +18.2% |
| 1Y | +47.7% | +45.7% | +2.0% | +24.5% |
| 3Y | +606.9% | +21.1% | +585.8% | +479.5% |
| 5Y | +14.4% | +0.3% | +14.1% | -0.6% |
| 10Y | +322.5% | +449.0% | -126.6% | +70.7% |
| All | +43,936.3% | +14,518.0% | +29,418.3% | +4,440.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling