+298.2%
WBD vs SMTC
+764.9%
-466.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.2% | -9.6% | -2.8% |
| 7D | -1.8% | +12.7% | -14.6% | -4.9% |
| 30D | +8.8% | +22.0% | -13.2% | +2.0% |
| 3M | +4.6% | -12.7% | +17.3% | +4.7% |
| 6M | +1.1% | +64.8% | -63.7% | -16.9% |
| YTD | -2.0% | +100.7% | -102.7% | -24.3% |
| 1Y | +140.0% | +146.9% | -6.9% | +72.1% |
| 3Y | +144.4% | +456.8% | -312.4% | +18.0% |
| 5Y | -0.2% | +89.2% | -89.5% | -36.4% |
| 10Y | +9.1% | +426.9% | -417.7% | -55.7% |
| All | +298.2% | +764.9% | -466.7% | +13.1% |
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