+46.2%
WM vs SCCO
+162.8%
-116.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.0% |
| 7D | +1.2% | -4.8% | +6.0% | +1.0% |
| 30D | +13.1% | -15.8% | +28.8% | +12.2% |
| 3M | +3.6% | -10.9% | +14.6% | +3.1% |
| 6M | +8.1% | -5.1% | +13.2% | +8.1% |
| YTD | +8.9% | +23.2% | -14.3% | +9.1% |
| 1Y | +20.3% | +30.7% | -10.4% | +20.6% |
| 3Y | +46.2% | +164.1% | -117.9% | +43.4% |
| All | +46.2% | +162.8% | -116.6% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling