+330.3%
WM vs SCCO
+682.0%
-351.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.3% | +0.1% |
| 7D | +3.2% | -1.9% | +5.1% | +3.3% |
| 30D | +13.0% | -17.4% | +30.4% | +14.6% |
| 3M | +9.2% | -11.7% | +20.9% | +9.9% |
| 6M | +13.6% | -12.1% | +25.8% | +13.9% |
| YTD | +12.4% | +20.9% | -8.5% | +7.5% |
| 1Y | +21.2% | +31.3% | -10.1% | +14.7% |
| 3Y | +48.7% | +170.3% | -121.6% | +23.0% |
| 5Y | +61.9% | +240.8% | -178.9% | +25.3% |
| All | +330.3% | +682.0% | -351.7% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling