+682.0%
WDC vs SMTC
+351.6%
+330.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.4% |
| 7D | +16.3% | +30.5% | -14.2% | +2.7% |
| 30D | -18.3% | -30.9% | +12.6% | -4.5% |
| 3M | -31.4% | -14.7% | -16.8% | -29.1% |
| 6M | -36.3% | -9.6% | -26.7% | -36.7% |
| YTD | +80.8% | +62.1% | +18.8% | +38.1% |
| 1Y | +87.7% | +66.6% | +21.1% | +41.7% |
| 3Y | +819.4% | +718.1% | +101.4% | +152.7% |
| 5Y | +583.2% | +32.8% | +550.4% | +369.2% |
| All | +682.0% | +351.6% | +330.4% | +173.4% |
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 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