+359.4%
SMTC vs WWD
+442.7%
-83.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.7% | -3.4% |
| 7D | +30.5% | +8.2% | +22.3% | +24.9% |
| 30D | -30.9% | -0.2% | -30.7% | -29.9% |
| 3M | -14.7% | -8.4% | -6.3% | -8.5% |
| 6M | -9.6% | -9.5% | -0.1% | -3.1% |
| YTD | +62.1% | +10.1% | +52.0% | +53.3% |
| 1Y | +66.6% | +21.6% | +45.0% | +47.8% |
| 3Y | +718.1% | +149.6% | +568.5% | +392.2% |
| 5Y | +32.8% | +191.3% | -158.5% | -27.6% |
| All | +359.4% | +442.7% | -83.3% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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