+3.6%
WBD vs SMTC
+122.8%
-119.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.5% |
| 7D | -0.7% | +13.1% | -13.8% | -3.2% |
| 30D | +1.4% | +19.5% | -18.0% | -3.0% |
| 3M | +4.4% | +2.2% | +2.1% | +1.5% |
| 6M | +0.8% | +94.9% | -94.0% | -16.6% |
| YTD | -2.7% | +127.0% | -129.7% | -22.9% |
| 1Y | +73.4% | +174.6% | -101.2% | +29.7% |
| 3Y | +142.1% | +615.9% | -473.8% | +19.9% |
| All | +3.6% | +122.8% | -119.2% | -37.4% |
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