+642.9%
WDC vs SMTC
+333.2%
+309.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -3.2% |
| 7D | +12.1% | +11.0% | +1.1% | +7.0% |
| 30D | -18.8% | -28.5% | +9.7% | -6.5% |
| 3M | -39.3% | -14.2% | -25.1% | -37.2% |
| 6M | -40.1% | -18.0% | -22.1% | -37.8% |
| YTD | +71.8% | +55.5% | +16.3% | +33.7% |
| 1Y | +88.5% | +69.5% | +18.9% | +41.4% |
| 3Y | +770.0% | +699.7% | +70.3% | +141.3% |
| 5Y | +549.0% | +27.4% | +521.6% | +354.3% |
| All | +642.9% | +333.2% | +309.6% | +164.7% |
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