+10,726.6%
WAT vs SMTC
+4,778.8%
+5,947.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -2.6% |
| 7D | -1.3% | +12.7% | -14.0% | -3.3% |
| 30D | +2.3% | +22.0% | -19.6% | -1.8% |
| 3M | +8.7% | -12.7% | +21.4% | +8.9% |
| 6M | +28.3% | +64.8% | -36.5% | +13.6% |
| YTD | +7.8% | +100.7% | -92.9% | -8.3% |
| 1Y | +36.6% | +146.9% | -110.3% | +11.1% |
| 3Y | +45.7% | +456.8% | -411.1% | -6.5% |
| 5Y | -3.3% | +89.2% | -92.5% | -27.2% |
| 10Y | +162.1% | +426.9% | -264.8% | +57.6% |
| All | +10,726.6% | +4,778.8% | +5,947.7% | +4,405.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling