+5,997.9%
WPM vs SCCO
+8,119.5%
-2,121.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +3.9% | +2.4% | +1.4% | +2.4% |
| 30D | +17.7% | +6.4% | +11.3% | +13.8% |
| 3M | +39.4% | +21.6% | +17.9% | +25.2% |
| 6M | +6.4% | +13.4% | -7.0% | -0.8% |
| YTD | +34.0% | +52.6% | -18.7% | +5.9% |
| 1Y | +50.5% | +122.4% | -71.9% | -3.4% |
| 3Y | +280.3% | +208.5% | +71.8% | +92.3% |
| 5Y | +266.3% | +353.9% | -87.6% | +43.2% |
| 10Y | +550.8% | +1,187.3% | -636.5% | +12.5% |
| All | +5,997.9% | +8,119.5% | -2,121.6% | +236.8% |
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