-36.3%
WDC vs SMTC
-9.9%
-26.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | +1.7% |
| 7D | +16.3% | +30.5% | -14.2% | +1.1% |
| 30D | -18.3% | -30.9% | +12.6% | -3.7% |
| 3M | -31.4% | -14.7% | -16.8% | -30.5% |
| 6M | -36.3% | -9.6% | -26.7% | -37.1% |
| All | -36.3% | -9.9% | -26.4% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling