+59.7%
WM vs SMTC
+13.5%
+46.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +12.7% | -14.8% | -2.0% |
| 7D | +1.2% | -19.0% | +20.2% | +1.1% |
| 30D | +13.1% | -46.7% | +59.8% | +13.0% |
| 3M | +3.6% | -23.4% | +27.0% | +3.4% |
| 6M | +8.1% | -13.4% | +21.5% | +7.2% |
| YTD | +8.9% | +40.1% | -31.2% | +6.5% |
| 1Y | +20.3% | +47.7% | -27.3% | +17.5% |
| 3Y | +46.2% | +606.9% | -560.8% | +32.0% |
| All | +59.7% | +13.5% | +46.3% | +63.6% |
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 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