+120.1%
SMTC vs WTW
+42.0%
+78.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +13.1% | -5.7% | +18.8% | +14.0% |
| 30D | +19.5% | -7.3% | +26.7% | +20.5% |
| 3M | +2.2% | +21.5% | -19.2% | -3.0% |
| 6M | +94.9% | +9.6% | +85.2% | +89.7% |
| YTD | +127.0% | -3.3% | +130.2% | +129.5% |
| 1Y | +174.6% | -6.1% | +180.7% | +180.8% |
| 3Y | +615.9% | +61.8% | +554.1% | +398.3% |
| All | +120.1% | +42.0% | +78.1% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 5y: compounded portfolio wealth divided by compounded WTW 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…
5y analysis · Full analysis span regression · 6 months rolling