+55.3%
WAT vs SMTC
+496.8%
-441.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.0% |
| 7D | -1.3% | +12.7% | -14.0% | -2.7% |
| 30D | +2.3% | +22.0% | -19.6% | -0.5% |
| 3M | +8.7% | -12.7% | +21.4% | +9.0% |
| 6M | +28.3% | +64.8% | -36.5% | +17.4% |
| YTD | +7.8% | +100.7% | -92.9% | -4.4% |
| 1Y | +36.6% | +146.9% | -110.3% | +16.9% |
| All | +55.3% | +496.8% | -441.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling