+142.4%
WFC vs SMTC
+504.7%
-362.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.8% |
| 7D | +0.4% | +22.5% | -22.0% | -3.8% |
| 30D | +2.5% | +24.9% | -22.4% | -3.0% |
| 3M | +10.0% | +4.1% | +5.9% | +6.1% |
| 6M | +15.1% | +92.6% | -77.5% | -5.2% |
| YTD | -2.2% | +122.5% | -124.7% | -22.5% |
| 1Y | +13.5% | +166.2% | -152.8% | -14.8% |
| 3Y | +135.2% | +577.2% | -441.9% | +18.4% |
| 5Y | +128.3% | +119.0% | +9.4% | +56.6% |
| 10Y | +142.4% | +527.9% | -385.5% | +10.1% |
| All | +142.4% | +504.7% | -362.3% | +10.1% |
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 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