+1,228.2%
WDC vs SMTC
+516.8%
+711.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.1% |
| 7D | +4.4% | +17.5% | -13.1% | -3.0% |
| 30D | +5.3% | +21.3% | -16.0% | -4.3% |
| 3M | -5.9% | +3.1% | -9.1% | -8.8% |
| 6M | +73.2% | +81.7% | -8.5% | +28.3% |
| YTD | +167.8% | +115.9% | +51.9% | +85.1% |
| 1Y | +386.0% | +157.8% | +228.2% | +208.9% |
| 3Y | +1,309.7% | +557.3% | +752.4% | +341.5% |
| 5Y | +957.1% | +114.7% | +842.4% | +478.7% |
| All | +1,228.2% | +516.8% | +711.4% | +302.5% |
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 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