+330.8%
WM vs SMTC
+351.6%
-20.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +1.8% |
| 7D | +1.2% | +30.5% | -29.3% | 0.0% |
| 30D | +15.2% | -30.9% | +46.1% | +16.7% |
| 3M | +8.3% | -14.7% | +23.0% | +8.1% |
| 6M | +13.1% | -9.6% | +22.7% | +11.5% |
| YTD | +12.5% | +62.1% | -49.6% | +5.7% |
| 1Y | +21.8% | +66.6% | -44.8% | +14.0% |
| 3Y | +48.8% | +718.1% | -669.3% | +12.7% |
| 5Y | +62.1% | +32.8% | +29.3% | +51.5% |
| All | +330.8% | +351.6% | -20.8% | +226.6% |
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