+7.0%
WMT vs SMTC
+154.8%
-147.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.2% | -10.4% | -1.0% |
| 7D | +3.9% | +12.7% | -8.8% | +4.2% |
| 30D | -4.4% | +22.0% | -26.4% | -3.9% |
| 3M | -8.8% | -12.7% | +3.9% | -8.2% |
| 6M | -15.6% | +64.8% | -80.4% | -16.6% |
| YTD | -3.2% | +100.7% | -103.9% | -4.0% |
| 1Y | +7.0% | +146.9% | -139.8% | +7.4% |
| All | +7.0% | +154.8% | -147.7% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling