+873.4%
SCCO vs GWRE
+741.3%
+132.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -2.7% | -13.2% | +10.6% | -0.2% |
| 30D | -0.7% | -18.6% | +17.9% | +2.2% |
| 3M | +8.1% | +18.9% | -10.8% | +2.1% |
| 6M | +4.1% | -11.0% | +15.1% | +3.2% |
| YTD | +41.1% | -29.9% | +71.0% | +46.3% |
| 1Y | +95.6% | -44.3% | +139.9% | +113.8% |
| 3Y | +179.3% | +51.7% | +127.6% | +134.2% |
| 5Y | +308.3% | +15.4% | +292.9% | +256.5% |
| 10Y | +1,090.2% | +129.4% | +960.8% | +781.7% |
| All | +873.4% | +741.3% | +132.1% | +507.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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