+1,063.5%
SCCO vs WTW
+198.0%
+865.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.7% | -5.7% | +3.1% | -0.7% |
| 30D | -0.7% | -7.3% | +6.5% | +1.8% |
| 3M | +8.1% | +21.5% | -13.4% | -0.1% |
| 6M | +4.1% | +9.6% | -5.5% | -0.9% |
| YTD | +41.1% | -3.3% | +44.4% | +40.2% |
| 1Y | +95.6% | -6.1% | +101.7% | +96.1% |
| 3Y | +179.3% | +61.8% | +117.4% | +111.9% |
| 5Y | +308.3% | +42.7% | +265.6% | +224.3% |
| All | +1,063.5% | +198.0% | +865.5% | +523.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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