+1,798.7%
WMB vs SCCO
+28,322.8%
-26,524.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | +7.8% | -1.9% | +9.7% | +8.5% |
| 30D | -5.1% | -17.4% | +12.3% | +1.7% |
| 3M | -4.7% | -11.7% | +6.9% | -1.5% |
| 6M | -7.4% | -12.1% | +4.7% | -6.0% |
| YTD | +17.5% | +20.9% | -3.4% | +1.7% |
| 1Y | +19.5% | +31.3% | -11.9% | -0.2% |
| 3Y | +121.3% | +170.3% | -49.0% | +29.0% |
| 5Y | +200.5% | +240.8% | -40.3% | +52.2% |
| 10Y | +281.9% | +683.6% | -401.8% | +27.2% |
| All | +1,798.7% | +28,322.8% | -26,524.1% | +108.6% |
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