+135.1%
SCCO vs WETO
-99.4%
+234.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.3% |
| 7D | -2.7% | -4.3% | +1.7% | -2.7% |
| 30D | -0.7% | -39.9% | +39.2% | +0.7% |
| 3M | +8.1% | -97.9% | +106.0% | +8.0% |
| 6M | +4.1% | -95.0% | +99.1% | +6.2% |
| YTD | +41.1% | -97.2% | +138.3% | +43.4% |
| 1Y | +95.6% | -98.9% | +194.5% | +97.6% |
| All | +135.1% | -99.4% | +234.5% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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