+1,063.5%
SCCO vs BBWI
-55.0%
+1,118.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | -1.6% |
| 7D | -2.7% | -4.8% | +2.2% | -1.8% |
| 30D | -0.7% | +3.5% | -4.2% | -2.0% |
| 3M | +8.1% | -0.3% | +8.4% | +6.9% |
| 6M | +4.1% | -5.4% | +9.5% | +3.4% |
| YTD | +41.1% | -4.7% | +45.9% | +38.7% |
| 1Y | +95.6% | -30.5% | +126.0% | +103.1% |
| 3Y | +179.3% | -44.3% | +223.6% | +194.7% |
| 5Y | +308.3% | -66.9% | +375.2% | +360.1% |
| All | +1,063.5% | -55.0% | +1,118.5% | +915.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling