+222.3%
WAB vs SCCO
+313.8%
-91.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.2% | +1.9% |
| 7D | -0.2% | -2.7% | +2.5% | +0.4% |
| 30D | -5.9% | -0.2% | -5.7% | -6.2% |
| 3M | +9.4% | +17.8% | -8.4% | +3.5% |
| 6M | +13.8% | +2.3% | +11.6% | +11.2% |
| YTD | +31.8% | +41.6% | -9.8% | +15.5% |
| 1Y | +48.5% | +101.9% | -53.4% | +16.4% |
| 3Y | +167.0% | +186.2% | -19.2% | +79.1% |
| 5Y | +222.3% | +309.7% | -87.4% | +82.1% |
| All | +222.3% | +313.8% | -91.4% | +82.1% |
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