+2,287.3%
WM vs SCCO
+28,875.4%
-26,588.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | +1.2% | -4.8% | +6.0% | +1.9% |
| 30D | +13.1% | -15.8% | +28.8% | +15.5% |
| 3M | +3.6% | -10.9% | +14.6% | +4.7% |
| 6M | +8.1% | -5.1% | +13.2% | +7.3% |
| YTD | +8.9% | +23.2% | -14.3% | +2.7% |
| 1Y | +20.3% | +30.7% | -10.4% | +12.4% |
| 3Y | +46.2% | +164.1% | -117.9% | +18.8% |
| 5Y | +59.9% | +271.3% | -211.4% | +20.1% |
| 10Y | +345.6% | +860.5% | -515.0% | +174.1% |
| All | +2,287.3% | +28,875.4% | -26,588.1% | +861.8% |
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