+127.9%
WFC vs SCCO
+313.8%
-185.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | +1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | +2.3% | -0.2% | +2.5% | +1.9% |
| 3M | +9.8% | +17.8% | -8.0% | +4.7% |
| 6M | +15.6% | +2.3% | +13.3% | +12.9% |
| YTD | -2.4% | +41.6% | -44.0% | -13.6% |
| 1Y | +13.8% | +101.9% | -88.1% | -9.1% |
| 3Y | +134.6% | +186.2% | -51.5% | +60.2% |
| 5Y | +127.9% | +309.7% | -181.8% | +33.1% |
| All | +127.9% | +313.8% | -185.8% | +33.1% |
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