+282.6%
WDAY vs SCCO
+938.4%
-655.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.9% | -9.8% | -5.9% |
| 7D | -6.1% | +3.4% | -9.5% | -6.8% |
| 30D | +3.7% | +6.6% | -2.9% | +1.9% |
| 3M | +29.6% | +24.5% | +5.1% | +21.9% |
| 6M | +23.3% | +16.5% | +6.8% | +16.0% |
| YTD | -13.3% | +52.1% | -65.4% | -26.1% |
| 1Y | -19.6% | +114.2% | -133.8% | -38.4% |
| 3Y | -25.7% | +207.4% | -233.1% | -51.1% |
| 5Y | -31.6% | +353.7% | -385.3% | -61.5% |
| 10Y | +109.9% | +1,144.5% | -1,034.6% | -18.3% |
| All | +282.6% | +938.4% | -655.8% | +36.7% |
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