+10.5%
SHW vs SCCO
+313.8%
-303.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +0.2% |
| 7D | -4.5% | -2.7% | -1.8% | -4.1% |
| 30D | -12.7% | -0.2% | -12.5% | -12.9% |
| 3M | +4.7% | +17.8% | -13.1% | +1.3% |
| 6M | -3.4% | +2.3% | -5.7% | -5.0% |
| YTD | -1.3% | +41.6% | -42.9% | -8.6% |
| 1Y | -10.4% | +101.9% | -112.2% | -22.0% |
| 3Y | +20.1% | +186.2% | -166.1% | -4.6% |
| 5Y | +10.5% | +309.7% | -299.2% | -19.3% |
| All | +10.5% | +313.8% | -303.3% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling