+6,258.4%
GWW vs SCCO
+35,790.2%
-29,531.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -0.5% | +2.4% | -2.9% | -1.1% |
| 30D | -1.4% | +6.4% | -7.8% | -3.1% |
| 3M | -3.6% | +21.6% | -25.2% | -8.7% |
| 6M | +15.1% | +13.4% | +1.7% | +9.9% |
| YTD | +27.5% | +52.6% | -25.1% | +12.8% |
| 1Y | +29.6% | +122.4% | -92.8% | +4.6% |
| 3Y | +90.1% | +208.5% | -118.4% | +37.7% |
| 5Y | +222.6% | +353.9% | -131.3% | +107.0% |
| 10Y | +566.5% | +1,187.3% | -620.7% | +225.3% |
| All | +6,258.4% | +35,790.2% | -29,531.8% | +1,619.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 all: compounded portfolio wealth divided by compounded SCCO 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…
all analysis · Full analysis span regression · 6 months rolling