+121.3%
WMB vs SCCO
+169.0%
-47.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | +7.8% | -1.9% | +9.7% | +8.0% |
| 30D | -5.1% | -17.4% | +12.3% | -3.2% |
| 3M | -4.7% | -11.7% | +6.9% | -3.7% |
| 6M | -7.4% | -12.1% | +4.7% | -6.8% |
| YTD | +17.5% | +20.9% | -3.4% | +11.5% |
| 1Y | +19.5% | +31.3% | -11.9% | +11.7% |
| 3Y | +121.3% | +170.3% | -49.0% | +77.1% |
| All | +121.3% | +169.0% | -47.7% | +77.1% |
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