+35.3%
WAT vs SMTC
-0.6%
+35.9%
-7.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.3% | -1.4% |
| 7D | +0.7% | +12.9% | -12.1% | 0.0% |
| 30D | +9.0% | -25.6% | +34.6% | +9.0% |
| 3M | +13.5% | -4.5% | +18.0% | +12.7% |
| 6M | +35.3% | -8.3% | +43.6% | +35.0% |
| All | +35.3% | -0.6% | +35.9% | +35.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling