+435.8%
SMTC vs WTW
+1,094.8%
-659.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +2.2% |
| 7D | +22.5% | -7.1% | +29.6% | +25.7% |
| 30D | +24.9% | -8.5% | +33.4% | +28.5% |
| 3M | +4.1% | +20.6% | -16.5% | -5.5% |
| 6M | +92.6% | +7.2% | +85.3% | +81.4% |
| YTD | +122.5% | -3.9% | +126.3% | +116.9% |
| 1Y | +166.2% | -3.6% | +169.8% | +158.3% |
| 3Y | +577.2% | +60.7% | +516.5% | +410.5% |
| 5Y | +119.0% | +42.2% | +76.8% | +74.5% |
| 10Y | +527.9% | +195.5% | +332.4% | +271.7% |
| All | +435.8% | +1,094.8% | -659.1% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling