+144.1%
WMB vs SMTC
+514.4%
-370.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.5% |
| 7D | +0.6% | +12.7% | -12.2% | -0.3% |
| 30D | +3.3% | +22.0% | -18.7% | +1.5% |
| 3M | +3.1% | -12.7% | +15.8% | +3.2% |
| 6M | -0.7% | +64.8% | -65.5% | -5.5% |
| YTD | +25.2% | +100.7% | -75.5% | +17.2% |
| 1Y | +32.9% | +146.9% | -114.0% | +22.2% |
| All | +144.1% | +514.4% | -370.3% | +113.3% |
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