+125.6%
WFC vs SMTC
+732.3%
-606.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +1.7% | +30.5% | -28.7% | -0.9% |
| 30D | +6.8% | -30.9% | +37.7% | +9.9% |
| 3M | -3.0% | -14.7% | +11.7% | -3.2% |
| 6M | +15.4% | -9.6% | +25.0% | +12.6% |
| YTD | -5.9% | +62.1% | -68.0% | -15.9% |
| 1Y | +1.7% | +66.6% | -64.9% | -9.7% |
| All | +125.6% | +732.3% | -606.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling