+266.3%
WMB vs SMTC
+334.8%
-68.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.1% | +1.9% |
| 7D | -6.9% | -10.9% | +4.0% | -5.7% |
| 30D | -7.2% | -39.4% | +32.2% | -1.0% |
| 3M | -5.4% | -13.5% | +8.1% | -5.1% |
| 6M | -4.9% | -6.8% | +2.0% | -7.3% |
| YTD | +14.7% | +54.0% | -39.3% | +2.1% |
| 1Y | +14.7% | +50.8% | -36.1% | +2.1% |
| 3Y | +116.4% | +677.3% | -561.0% | +27.8% |
| 5Y | +198.5% | +28.7% | +169.8% | +154.6% |
| 10Y | +266.3% | +339.9% | -73.6% | +135.4% |
| All | +266.3% | +334.8% | -68.5% | +135.4% |
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 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