+16,225.8%
WWD vs SCCO
+35,670.2%
-19,444.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -3.9% |
| 7D | +0.8% | +3.4% | -2.6% | -0.6% |
| 30D | -6.4% | +6.6% | -13.0% | -9.2% |
| 3M | -5.6% | +24.5% | -30.1% | -14.3% |
| 6M | -9.1% | +16.5% | -25.6% | -16.0% |
| YTD | +12.5% | +52.1% | -39.6% | -7.1% |
| 1Y | +41.3% | +114.2% | -72.8% | +1.6% |
| 3Y | +170.2% | +207.4% | -37.2% | +61.6% |
| 5Y | +192.5% | +353.7% | -161.3% | +44.0% |
| 10Y | +476.9% | +1,144.5% | -667.6% | +86.5% |
| All | +16,225.8% | +35,670.2% | -19,444.3% | +2,495.8% |
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