-13.5%
WDAY vs SCCO
+43.0%
-56.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | 0.0% | +2.5% |
| 7D | -1.2% | -7.9% | +6.7% | -3.5% |
| 30D | +6.8% | -13.0% | +19.8% | +2.9% |
| 3M | +17.8% | -6.9% | +24.7% | +16.5% |
| 6M | +57.8% | +11.0% | +46.9% | +67.2% |
| YTD | -6.0% | +30.3% | -36.3% | -5.1% |
| 1Y | -13.5% | +45.0% | -58.5% | -14.4% |
| All | -13.5% | +43.0% | -56.5% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling