+330.3%
WM vs SMTC
+333.2%
-2.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | 0.0% |
| 7D | +3.2% | +11.0% | -7.8% | +2.7% |
| 30D | +13.0% | -28.5% | +41.5% | +14.2% |
| 3M | +9.2% | -14.2% | +23.4% | +8.9% |
| 6M | +13.6% | -18.0% | +31.6% | +12.6% |
| YTD | +12.4% | +55.5% | -43.1% | +5.8% |
| 1Y | +21.2% | +69.5% | -48.3% | +13.2% |
| 3Y | +48.7% | +699.7% | -651.0% | +12.6% |
| 5Y | +61.9% | +27.4% | +34.5% | +51.6% |
| All | +330.3% | +333.2% | -2.9% | +226.8% |
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 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