+58.5%
WM vs SMTC
+28.1%
+30.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.3% |
| 7D | +1.2% | -10.9% | +12.1% | +1.1% |
| 30D | +13.7% | -39.4% | +53.1% | +13.7% |
| 3M | +5.2% | -13.5% | +18.8% | +5.0% |
| 6M | +11.2% | -6.8% | +18.0% | +10.4% |
| YTD | +9.4% | +54.0% | -44.6% | +7.1% |
| 1Y | +20.4% | +50.8% | -30.4% | +17.9% |
| 3Y | +44.7% | +677.3% | -632.6% | +30.6% |
| 5Y | +58.5% | +28.7% | +29.7% | +62.0% |
| All | +58.5% | +28.1% | +30.3% | +62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling