+11.4%
WBD vs SMTC
+548.2%
-536.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.6% |
| 7D | -0.7% | +13.1% | -13.8% | -3.5% |
| 30D | +1.4% | +19.5% | -18.0% | -3.4% |
| 3M | +4.4% | +2.2% | +2.1% | +1.1% |
| 6M | +0.8% | +94.9% | -94.0% | -17.8% |
| YTD | -2.7% | +127.0% | -129.7% | -24.1% |
| 1Y | +73.4% | +174.6% | -101.2% | +27.3% |
| 3Y | +142.1% | +615.9% | -473.8% | +19.8% |
| 5Y | +7.2% | +125.6% | -118.4% | -31.2% |
| All | +11.4% | +548.2% | -536.9% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling