+46.0%
WM vs SMTC
+463.0%
-416.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.5% | -1.1% |
| 7D | -0.3% | +12.7% | -13.1% | -0.2% |
| 30D | -2.4% | +22.0% | -24.3% | -2.2% |
| 3M | +0.4% | -12.7% | +13.1% | +0.7% |
| 6M | -9.5% | +64.8% | -74.3% | -9.9% |
| YTD | +0.5% | +100.7% | -100.2% | -0.3% |
| 1Y | -1.1% | +146.9% | -148.0% | -2.3% |
| All | +46.0% | +463.0% | -416.9% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling