+1,158.4%
SCCO vs WST
+332.3%
+826.1%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +2.4% | -1.7% | +4.1% | +2.8% |
| 30D | +6.4% | -4.3% | +10.7% | +7.3% |
| 3M | +21.6% | +0.7% | +20.8% | +21.3% |
| 6M | +13.4% | +36.0% | -22.6% | +6.4% |
| YTD | +52.6% | +22.7% | +29.9% | +45.9% |
| 1Y | +122.4% | +34.1% | +88.3% | +108.3% |
| 3Y | +208.5% | -13.6% | +222.0% | +200.5% |
| 5Y | +353.9% | -26.0% | +379.9% | +347.0% |
| All | +1,158.4% | +332.3% | +826.1% | +631.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling