+309.7%
SCCO vs BWA
+86.5%
+223.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.9% | -7.5% |
| 7D | -2.7% | -0.1% | -2.6% | -2.8% |
| 30D | -0.2% | -5.5% | +5.3% | +2.4% |
| 3M | +17.8% | -7.6% | +25.4% | +22.2% |
| 6M | +2.3% | +25.0% | -22.7% | -7.4% |
| YTD | +41.6% | +47.0% | -5.3% | +16.9% |
| 1Y | +101.9% | +54.0% | +47.9% | +62.6% |
| 3Y | +186.2% | +70.7% | +115.5% | +112.5% |
| 5Y | +309.7% | +86.7% | +223.0% | +171.0% |
| All | +309.7% | +86.5% | +223.2% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling