+2,310.1%
WFC vs SCCO
+35,670.2%
-33,360.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -3.8% |
| 7D | +1.1% | +3.4% | -2.4% | -0.1% |
| 30D | +0.8% | +6.6% | -5.8% | -1.7% |
| 3M | +9.3% | +24.5% | -15.2% | +0.6% |
| 6M | +10.6% | +16.5% | -5.9% | +2.7% |
| YTD | -4.1% | +52.1% | -56.2% | -19.5% |
| 1Y | +13.6% | +114.2% | -100.6% | -15.4% |
| 3Y | +130.7% | +207.4% | -76.7% | +46.7% |
| 5Y | +126.7% | +353.7% | -227.0% | +22.8% |
| 10Y | +132.1% | +1,144.5% | -1,012.4% | -11.8% |
| All | +2,310.1% | +35,670.2% | -33,360.0% | +411.9% |
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