+31.7%
WEC vs SMTC
+110.0%
-78.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +10.0% | -8.9% | +0.9% |
| 7D | +0.8% | +22.9% | -22.1% | +0.6% |
| 30D | +0.3% | +16.6% | -16.3% | +0.1% |
| 3M | -2.9% | +2.4% | -5.3% | -3.1% |
| 6M | -5.9% | +98.3% | -104.2% | -7.0% |
| YTD | +4.1% | +120.7% | -116.5% | +2.8% |
| 1Y | +3.1% | +168.3% | -165.1% | +1.4% |
| 3Y | +40.8% | +571.7% | -530.9% | +31.8% |
| 5Y | +31.7% | +114.0% | -82.3% | +20.2% |
| All | +31.7% | +110.0% | -78.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling