+8,933.6%
WDC vs SCCO
+35,670.2%
-26,736.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.9% | -2.8% | +0.1% |
| 7D | +6.0% | +3.4% | +2.5% | +4.4% |
| 30D | +9.9% | +6.6% | +3.3% | +6.3% |
| 3M | -9.4% | +24.5% | -33.9% | -17.3% |
| 6M | +94.7% | +16.5% | +78.2% | +82.3% |
| YTD | +177.4% | +52.1% | +125.2% | +133.3% |
| 1Y | +412.6% | +114.2% | +298.4% | +275.0% |
| 3Y | +1,359.8% | +207.4% | +1,152.3% | +797.2% |
| 5Y | +992.6% | +353.7% | +638.8% | +460.0% |
| 10Y | +1,245.5% | +1,144.5% | +101.0% | +356.2% |
| All | +8,933.6% | +35,670.2% | -26,736.6% | +936.6% |
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