+114.0%
SMTC vs WWD
+192.1%
-78.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.0% | +12.0% | +11.4% |
| 7D | +22.9% | +0.8% | +22.1% | +22.1% |
| 30D | +16.6% | -6.4% | +23.1% | +22.8% |
| 3M | +2.4% | -5.6% | +8.0% | +5.5% |
| 6M | +98.3% | -9.1% | +107.4% | +109.0% |
| YTD | +120.7% | +12.5% | +108.2% | +96.5% |
| 1Y | +168.3% | +41.3% | +126.9% | +99.1% |
| 3Y | +571.7% | +170.2% | +401.5% | +226.9% |
| 5Y | +114.0% | +192.5% | -78.5% | -5.5% |
| All | +114.0% | +192.1% | -78.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling