+8,495.4%
WAT vs SCCO
+35,670.2%
-27,174.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -2.6% |
| 7D | -0.7% | +3.4% | -4.2% | -1.5% |
| 30D | -1.0% | +6.6% | -7.6% | -2.5% |
| 3M | +10.9% | +24.5% | -13.6% | +5.1% |
| 6M | +33.2% | +16.5% | +16.7% | +27.2% |
| YTD | +6.1% | +52.1% | -46.0% | -5.5% |
| 1Y | +30.2% | +114.2% | -83.9% | +6.9% |
| 3Y | +52.9% | +207.4% | -154.6% | +13.6% |
| 5Y | -5.1% | +353.7% | -358.9% | -36.6% |
| 10Y | +152.6% | +1,144.5% | -991.9% | +31.0% |
| All | +8,495.4% | +35,670.2% | -27,174.8% | +2,472.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling