+20.3%
WM vs SMTC
+50.9%
-30.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.8% | -0.9% |
| 7D | +1.2% | -19.0% | +20.2% | -0.4% |
| 30D | +13.1% | -46.7% | +59.8% | +8.1% |
| 3M | +3.6% | -23.4% | +27.0% | +2.3% |
| 6M | +8.1% | -13.4% | +21.5% | +7.4% |
| YTD | +8.9% | +40.1% | -31.2% | +10.4% |
| 1Y | +20.3% | +47.7% | -27.3% | +23.4% |
| All | +20.3% | +50.9% | -30.6% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling