+8,627.7%
WFC vs SMTC
+62,999.7%
-54,372.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.2% | -8.3% | -0.1% |
| 7D | +3.8% | +12.7% | -9.0% | +2.4% |
| 30D | +1.5% | +22.0% | -20.5% | -1.2% |
| 3M | +10.9% | -12.7% | +23.5% | +10.9% |
| 6M | +8.4% | +64.8% | -56.4% | +0.3% |
| YTD | -1.9% | +100.7% | -102.6% | -11.4% |
| 1Y | +12.3% | +146.9% | -134.5% | -1.4% |
| 3Y | +132.3% | +456.8% | -324.5% | +76.8% |
| 5Y | +130.1% | +89.2% | +40.8% | +92.9% |
| 10Y | +134.4% | +426.9% | -292.5% | +75.3% |
| All | +8,627.7% | +62,999.7% | -54,372.0% | +5,383.0% |
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