+13.8%
WFC vs SMTC
+153.7%
-139.9%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | +0.3% | +17.5% | -17.2% | -0.5% |
| 30D | +2.3% | +21.3% | -19.0% | +1.1% |
| 3M | +9.8% | +3.1% | +6.6% | +8.7% |
| 6M | +15.6% | +81.7% | -66.1% | +7.1% |
| YTD | -2.4% | +115.9% | -118.4% | -10.8% |
| 1Y | +13.8% | +157.8% | -144.0% | +3.8% |
| All | +13.8% | +153.7% | -139.9% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling