+228.3%
WAT vs SMTC
+333.2%
-104.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.6% | +0.3% |
| 7D | +0.6% | +11.0% | -10.4% | -1.4% |
| 30D | +5.4% | -28.5% | +33.9% | +10.2% |
| 3M | +11.3% | -14.2% | +25.5% | +11.0% |
| 6M | +37.4% | -18.0% | +55.4% | +35.2% |
| YTD | +21.2% | +55.5% | -34.3% | +3.5% |
| 1Y | +21.3% | +69.5% | -48.2% | +1.5% |
| 3Y | +83.4% | +699.7% | -616.3% | -4.3% |
| 5Y | +29.0% | +27.4% | +1.6% | +1.7% |
| All | +228.3% | +333.2% | -104.9% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling