+571.7%
SMTC vs WWD
+164.2%
+407.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +11.6% |
| 7D | +22.9% | +0.8% | +22.1% | +22.0% |
| 30D | +16.6% | -6.4% | +23.1% | +23.5% |
| 3M | +2.4% | -5.6% | +8.0% | +5.5% |
| 6M | +98.3% | -9.1% | +107.4% | +109.1% |
| YTD | +120.7% | +12.5% | +108.2% | +90.5% |
| 1Y | +168.3% | +41.3% | +126.9% | +84.3% |
| 3Y | +571.7% | +170.2% | +401.5% | +179.1% |
| All | +571.7% | +164.2% | +407.5% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling