+142.1%
WEC vs SMTC
+516.8%
-374.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | -0.7% |
| 7D | -1.3% | +17.5% | -18.8% | -1.8% |
| 30D | -0.4% | +21.3% | -21.7% | -1.1% |
| 3M | -6.8% | +3.1% | -9.9% | -7.2% |
| 6M | -6.4% | +81.7% | -88.1% | -9.1% |
| YTD | +2.5% | +115.9% | -113.5% | -1.2% |
| 1Y | -0.4% | +157.8% | -158.2% | -4.9% |
| 3Y | +38.5% | +557.3% | -518.8% | +21.4% |
| 5Y | +31.7% | +114.7% | -83.0% | +22.2% |
| All | +142.1% | +516.8% | -374.7% | +104.4% |
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