+182.3%
WWD vs SCCO
+303.5%
-121.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.4% |
| 7D | -2.6% | -2.7% | +0.1% | -2.0% |
| 30D | -6.9% | -0.7% | -6.2% | -7.2% |
| 3M | -13.0% | +8.1% | -21.1% | -16.0% |
| 6M | -12.5% | +4.1% | -16.6% | -15.1% |
| YTD | +11.8% | +41.1% | -29.3% | -1.1% |
| 1Y | +41.1% | +95.6% | -54.5% | +13.4% |
| 3Y | +163.1% | +179.3% | -16.2% | +84.2% |
| All | +182.3% | +303.5% | -121.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling