+302.9%
WM vs SCCO
+1,146.4%
-843.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.9% | -5.5% | -1.0% |
| 7D | -0.9% | +3.4% | -4.4% | -1.2% |
| 30D | -4.3% | +6.6% | -11.0% | -5.0% |
| 3M | +0.8% | +24.5% | -23.7% | -1.7% |
| 6M | -10.8% | +16.5% | -27.2% | -12.9% |
| YTD | -0.1% | +52.1% | -52.2% | -6.1% |
| 1Y | +1.0% | +114.2% | -113.2% | -9.6% |
| 3Y | +45.1% | +207.4% | -162.3% | +19.8% |
| 5Y | +52.1% | +353.7% | -301.6% | +14.1% |
| 10Y | +302.9% | +1,144.5% | -841.6% | +128.7% |
| All | +302.9% | +1,146.4% | -843.5% | +128.7% |
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 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