+195.2%
WEC vs SMTC
+351.6%
-156.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | -0.7% | +30.5% | -31.2% | -1.5% |
| 30D | +11.0% | -30.9% | +41.8% | +11.9% |
| 3M | +8.6% | -14.7% | +23.3% | +8.6% |
| 6M | +6.2% | -9.6% | +15.7% | +5.5% |
| YTD | +14.3% | +62.1% | -47.8% | +10.7% |
| 1Y | +8.4% | +66.6% | -58.2% | +4.8% |
| 3Y | +62.9% | +718.1% | -655.2% | +39.1% |
| 5Y | +55.8% | +32.8% | +23.0% | +47.8% |
| All | +195.2% | +351.6% | -156.4% | +157.5% |
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