-30.6%
WDAY vs SCCO
+303.5%
-334.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -5.2% | -2.7% | -2.5% | -5.0% |
| 30D | +5.9% | -0.7% | +6.7% | +5.8% |
| 3M | +42.3% | +8.1% | +34.2% | +40.7% |
| 6M | +34.7% | +4.1% | +30.6% | +33.0% |
| YTD | -13.5% | +41.1% | -54.7% | -21.6% |
| 1Y | -18.1% | +95.6% | -113.6% | -31.7% |
| 3Y | -26.4% | +179.3% | -205.6% | -46.5% |
| All | -30.6% | +303.5% | -334.2% | -56.3% |
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