+8,268.6%
WFC vs SMTC
+50,861.1%
-42,592.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.4% |
| 7D | +1.7% | +30.5% | -28.7% | -1.3% |
| 30D | +6.8% | -30.9% | +37.7% | +10.1% |
| 3M | -3.0% | -14.7% | +11.7% | -3.1% |
| 6M | +15.4% | -9.6% | +25.0% | +13.1% |
| YTD | -5.9% | +62.1% | -68.0% | -14.3% |
| 1Y | +1.7% | +66.6% | -64.9% | -7.8% |
| 3Y | +124.9% | +718.1% | -593.2% | +62.9% |
| 5Y | +90.5% | +32.8% | +57.7% | +63.6% |
| 10Y | +117.8% | +354.1% | -236.3% | +63.5% |
| All | +8,268.6% | +50,861.1% | -42,592.4% | +5,204.8% |
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 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