+24.5%
SCCO vs WOLF
-52.0%
+76.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-08 to 2026-09-08.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.9% | +3.1% | +4.6% |
| 7D | +3.4% | +9.8% | -6.3% | +1.8% |
| 30D | +6.6% | -12.1% | +18.8% | +8.7% |
| 3M | +24.5% | -47.9% | +72.4% | +33.8% |
| All | +24.5% | -52.0% | +76.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 2026-06-08 to 2026-09-08: compounded portfolio wealth divided by compounded WOLF 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…
2026-06-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling