+3,978.4%
WEC vs SMTC
+62,999.7%
-59,021.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.2% | -9.9% | -1.0% |
| 7D | -0.3% | +12.7% | -13.0% | -0.6% |
| 30D | -1.3% | +22.0% | -23.3% | -1.9% |
| 3M | -3.9% | -12.7% | +8.7% | -3.9% |
| 6M | -8.3% | +64.8% | -73.1% | -10.1% |
| YTD | +3.1% | +100.7% | -97.6% | +0.5% |
| 1Y | +1.9% | +146.9% | -145.0% | -1.3% |
| 3Y | +41.9% | +456.8% | -414.9% | +31.8% |
| 5Y | +30.8% | +89.2% | -58.5% | +24.4% |
| 10Y | +141.9% | +426.9% | -284.9% | +121.0% |
| All | +3,978.4% | +62,999.7% | -59,021.3% | +3,411.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling