-20.9%
WY vs SCCO
+303.5%
-324.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.7% | +0.4% |
| 7D | -4.2% | -2.7% | -1.5% | -3.7% |
| 30D | -10.1% | -0.7% | -9.4% | -10.2% |
| 3M | -8.5% | +8.1% | -16.6% | -10.7% |
| 6M | -3.3% | +4.1% | -7.4% | -5.7% |
| YTD | -4.4% | +41.1% | -45.5% | -14.5% |
| 1Y | -11.5% | +95.6% | -107.0% | -27.6% |
| 3Y | -24.3% | +179.3% | -203.6% | -46.3% |
| All | -20.9% | +303.5% | -324.5% | -50.3% |
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