+259.9%
WMB vs SMTC
+365.8%
-105.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.8% | -9.1% | +1.8% |
| 7D | -6.7% | -4.8% | -1.8% | -6.3% |
| 30D | -8.6% | -37.8% | +29.3% | -2.9% |
| 3M | -4.9% | -16.5% | +11.6% | -4.1% |
| 6M | -6.3% | -4.4% | -1.9% | -9.0% |
| YTD | +13.0% | +58.0% | -45.0% | +0.2% |
| 1Y | +14.9% | +62.0% | -47.1% | +1.2% |
| 3Y | +113.4% | +745.7% | -632.3% | +23.9% |
| 5Y | +190.2% | +29.0% | +161.1% | +148.2% |
| 10Y | +259.9% | +351.4% | -91.5% | +137.9% |
| All | +259.9% | +365.8% | -105.9% | +137.9% |
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