+12,506.9%
WAT vs SMTC
+3,741.6%
+8,765.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +12.8% | -8.7% | +2.1% |
| 7D | +6.0% | -4.8% | +10.9% | +6.2% |
| 30D | +9.9% | -37.8% | +47.7% | +17.4% |
| 3M | +17.2% | -16.5% | +33.6% | +17.6% |
| 6M | +34.2% | -4.4% | +38.6% | +28.9% |
| YTD | +25.5% | +58.0% | -32.5% | +9.0% |
| 1Y | +28.3% | +62.0% | -33.8% | +10.5% |
| 3Y | +88.4% | +745.7% | -657.3% | +10.9% |
| 5Y | +36.1% | +29.0% | +7.1% | +7.5% |
| 10Y | +234.8% | +351.4% | -116.5% | +102.8% |
| All | +12,506.9% | +3,741.6% | +8,765.3% | +5,257.5% |
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