+200.8%
WMB vs SMTC
+26.3%
+174.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.1% |
| 7D | +7.8% | +11.0% | -3.2% | +6.7% |
| 30D | -5.1% | -28.5% | +23.4% | -2.7% |
| 3M | -4.7% | -14.2% | +9.5% | -4.4% |
| 6M | -7.4% | -18.0% | +10.6% | -7.6% |
| YTD | +17.5% | +55.5% | -38.0% | +10.0% |
| 1Y | +19.5% | +69.5% | -50.1% | +10.8% |
| 3Y | +121.3% | +699.7% | -578.4% | +68.8% |
| All | +200.8% | +26.3% | +174.5% | +174.2% |
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