+2,103.0%
WM vs SCCO
+33,989.4%
-31,886.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -0.3% | -5.3% | +5.0% | +0.4% |
| 30D | -2.4% | +2.7% | -5.0% | -2.9% |
| 3M | +0.4% | +4.2% | -3.8% | -1.0% |
| 6M | -9.5% | -0.6% | -8.9% | -10.7% |
| YTD | +0.5% | +45.0% | -44.5% | -7.0% |
| 1Y | -1.1% | +109.3% | -110.4% | -13.9% |
| 3Y | +46.0% | +180.8% | -134.8% | +18.3% |
| 5Y | +51.8% | +314.3% | -262.4% | +12.8% |
| 10Y | +307.5% | +1,083.3% | -775.8% | +144.1% |
| All | +2,103.0% | +33,989.4% | -31,886.3% | +770.9% |
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