+336.4%
WM vs SMTC
+313.7%
+22.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.8% | -2.6% |
| 7D | +1.2% | -19.0% | +20.2% | +1.9% |
| 30D | +13.1% | -46.7% | +59.8% | +15.8% |
| 3M | +3.6% | -23.4% | +27.0% | +3.8% |
| 6M | +8.1% | -13.4% | +21.5% | +6.3% |
| YTD | +8.9% | +40.1% | -31.2% | +3.0% |
| 1Y | +20.3% | +47.7% | -27.3% | +13.1% |
| 3Y | +46.2% | +606.9% | -560.8% | +11.4% |
| 5Y | +59.9% | +14.4% | +45.5% | +50.5% |
| All | +336.4% | +313.7% | +22.8% | +232.6% |
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