+4,349.0%
WMT vs SCCO
+33,085.5%
-28,736.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | 0.0% | -2.7% | +2.7% | +0.2% |
| 30D | -7.4% | -0.7% | -6.7% | -7.5% |
| 3M | -10.9% | +8.1% | -19.0% | -12.0% |
| 6M | -12.7% | +4.1% | -16.8% | -13.9% |
| YTD | -3.2% | +41.1% | -44.3% | -8.0% |
| 1Y | +5.3% | +95.6% | -90.3% | -3.9% |
| 3Y | +101.9% | +179.3% | -77.4% | +74.4% |
| 5Y | +134.6% | +308.3% | -173.7% | +90.8% |
| 10Y | +440.4% | +1,090.2% | -649.9% | +275.4% |
| All | +4,349.0% | +33,085.5% | -28,736.6% | +1,772.2% |
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