-4.1%
WAT vs SMTC
+116.8%
-120.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.8% | +22.5% | -24.3% | -4.6% |
| 30D | -1.7% | +24.9% | -26.6% | -5.2% |
| 3M | +9.1% | +4.1% | +5.0% | +6.7% |
| 6M | +32.4% | +92.6% | -60.1% | +16.3% |
| YTD | +6.6% | +122.5% | -115.9% | -9.0% |
| 1Y | +34.7% | +166.2% | -131.5% | +10.8% |
| 3Y | +53.6% | +577.2% | -523.6% | -4.4% |
| 5Y | -4.1% | +119.0% | -123.0% | -21.0% |
| All | -4.1% | +116.8% | -120.9% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling