+1,070.0%
SCCO vs NWSA
+122.3%
+947.6%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.4% | -3.1% | +5.5% | +3.8% |
| 30D | +6.4% | +4.3% | +2.1% | +4.3% |
| 3M | +21.6% | +9.2% | +12.3% | +15.6% |
| 6M | +13.4% | +21.6% | -8.2% | +2.3% |
| YTD | +52.6% | +14.2% | +38.4% | +40.1% |
| 1Y | +122.4% | +1.8% | +120.6% | +115.1% |
| 3Y | +208.5% | +44.4% | +164.0% | +148.9% |
| 5Y | +353.9% | +41.0% | +313.0% | +257.9% |
| 10Y | +1,187.3% | +150.0% | +1,037.2% | +600.4% |
| All | +1,070.0% | +122.3% | +947.6% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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