+359.4%
SMTC vs WU
-39.7%
+399.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.2% |
| 7D | +30.5% | -5.3% | +35.7% | +32.8% |
| 30D | -30.9% | +9.0% | -39.9% | -34.5% |
| 3M | -14.7% | -3.6% | -11.1% | -15.8% |
| 6M | -9.6% | -19.4% | +9.8% | -5.8% |
| YTD | +62.1% | -21.7% | +83.8% | +70.1% |
| 1Y | +66.6% | -16.1% | +82.7% | +67.8% |
| 3Y | +718.1% | -24.1% | +742.2% | +739.5% |
| 5Y | +32.8% | -44.1% | +76.9% | +56.9% |
| All | +359.4% | -39.7% | +399.1% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling