+721.2%
IWF vs SCCO
+38,461.0%
-37,739.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | -1.4% | +6.4% | -7.8% | -3.3% |
| 3M | +0.4% | +21.6% | -21.1% | -5.3% |
| 6M | +8.5% | +13.4% | -4.9% | +3.3% |
| YTD | +3.7% | +52.6% | -49.0% | -9.9% |
| 1Y | +8.5% | +122.4% | -113.9% | -15.3% |
| 3Y | +78.5% | +208.5% | -129.9% | +24.1% |
| 5Y | +73.6% | +353.9% | -280.3% | +5.8% |
| 10Y | +421.3% | +1,187.3% | -766.0% | +127.7% |
| All | +721.2% | +38,461.0% | -37,739.8% | +27.4% |
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