+8,111.0%
WELL vs SCCO
+33,989.4%
-25,878.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -0.8% | -5.3% | +4.5% | +0.3% |
| 30D | -0.1% | +2.7% | -2.7% | -0.9% |
| 3M | +18.0% | +4.2% | +13.8% | +15.7% |
| 6M | +15.0% | -0.6% | +15.6% | +13.0% |
| YTD | +28.6% | +45.0% | -16.4% | +15.5% |
| 1Y | +42.9% | +109.3% | -66.4% | +17.6% |
| 3Y | +203.0% | +180.8% | +22.2% | +125.8% |
| 5Y | +206.9% | +314.3% | -107.4% | +104.3% |
| 10Y | +339.5% | +1,083.3% | -743.8% | +122.7% |
| All | +8,111.0% | +33,989.4% | -25,878.4% | +2,285.7% |
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