+36.6%
WAT vs SMTC
+154.8%
-118.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -1.5% |
| 7D | -1.3% | +12.7% | -14.0% | -1.9% |
| 30D | +2.3% | +22.0% | -19.6% | +0.9% |
| 3M | +8.7% | -12.7% | +21.4% | +8.9% |
| 6M | +28.3% | +64.8% | -36.5% | +21.4% |
| YTD | +7.8% | +100.7% | -92.9% | -0.1% |
| 1Y | +36.6% | +146.9% | -110.3% | +21.5% |
| All | +36.6% | +154.8% | -118.2% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling