+746.8%
SCCO vs WING
+637.4%
+109.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.4% | -2.4% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -17.4% | +29.5% | -46.9% | -20.3% |
| 3M | -11.7% | +40.2% | -51.8% | -16.1% |
| 6M | -12.1% | +32.7% | -44.8% | -16.4% |
| YTD | +20.9% | -32.8% | +53.7% | +25.1% |
| 1Y | +31.3% | -31.7% | +63.1% | +35.4% |
| 3Y | +170.3% | -24.7% | +195.0% | +162.1% |
| 5Y | +240.8% | -0.5% | +241.3% | +204.8% |
| 10Y | +683.6% | +647.5% | +36.2% | +379.0% |
| All | +746.8% | +637.4% | +109.4% | +403.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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