+207.4%
SCCO vs WST
-15.5%
+223.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.6% | +5.0% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | +6.6% | -4.6% | +11.2% | +7.0% |
| 3M | +24.5% | +5.7% | +18.8% | +24.0% |
| 6M | +16.5% | +37.6% | -21.1% | +13.6% |
| YTD | +52.1% | +23.0% | +29.1% | +49.4% |
| 1Y | +114.2% | +33.8% | +80.3% | +109.0% |
| 3Y | +207.4% | -13.4% | +220.8% | +209.9% |
| All | +207.4% | -15.5% | +223.0% | +209.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling