+726.5%
IWD vs SCCO
+36,526.1%
-35,799.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -0.3% | -5.3% | +5.0% | +1.1% |
| 30D | +0.6% | +2.7% | -2.1% | -0.4% |
| 3M | +7.2% | +4.2% | +3.0% | +4.9% |
| 6M | +16.2% | -0.6% | +16.8% | +14.1% |
| YTD | +23.3% | +45.0% | -21.6% | +8.1% |
| 1Y | +29.6% | +109.3% | -79.7% | +1.9% |
| 3Y | +70.5% | +180.8% | -110.3% | +19.4% |
| 5Y | +73.5% | +314.3% | -240.8% | +5.5% |
| 10Y | +198.3% | +1,083.3% | -885.0% | +28.3% |
| All | +726.5% | +36,526.1% | -35,799.6% | +63.2% |
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