+328.7%
WM vs SCCO
+844.0%
-515.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | -0.3% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | +13.3% | -15.0% | +28.3% | +14.7% |
| 3M | +4.4% | -9.1% | +13.5% | +4.8% |
| 6M | +10.8% | -0.9% | +11.7% | +9.9% |
| YTD | +9.1% | +29.7% | -20.6% | +3.8% |
| 1Y | +19.1% | +38.2% | -19.0% | +12.4% |
| 3Y | +45.7% | +191.5% | -145.8% | +20.0% |
| 5Y | +60.4% | +281.7% | -221.3% | +22.9% |
| 10Y | +328.7% | +830.3% | -501.6% | +173.5% |
| All | +328.7% | +844.0% | -515.3% | +173.5% |
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