+166.1%
WAT vs SCCO
+1,104.1%
-937.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | -1.9% | -0.7% | -1.2% | -2.0% |
| 3M | +13.5% | +8.1% | +5.4% | +10.4% |
| 6M | +37.2% | +4.1% | +33.1% | +33.6% |
| YTD | +7.5% | +41.1% | -33.6% | -5.2% |
| 1Y | +35.0% | +95.6% | -60.5% | +7.7% |
| 3Y | +55.1% | +179.3% | -124.2% | +8.1% |
| 5Y | -2.8% | +308.3% | -311.1% | -41.2% |
| All | +166.1% | +1,104.1% | -937.9% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling