+62,999.7%
SMTC vs WST
+12,330.1%
+50,669.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.8% | +10.0% | +9.6% |
| 7D | +12.7% | +0.7% | +12.0% | +12.4% |
| 30D | +22.0% | -3.1% | +25.1% | +23.6% |
| 3M | -12.7% | +7.2% | -19.9% | -15.3% |
| 6M | +64.8% | +36.8% | +28.0% | +43.8% |
| YTD | +100.7% | +23.8% | +76.8% | +81.8% |
| 1Y | +146.9% | +37.8% | +109.1% | +112.5% |
| 3Y | +456.8% | -15.9% | +472.7% | +437.6% |
| 5Y | +89.2% | -25.8% | +115.1% | +87.4% |
| 10Y | +426.9% | +319.6% | +107.3% | +138.2% |
| All | +62,999.7% | +12,330.1% | +50,669.6% | +6,883.9% |
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