+57.1%
GWW vs SARO
-7.8%
+64.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +6.3% |
| 7D | +11.1% | +15.8% | -4.7% | +9.4% |
| 30D | +15.7% | +22.2% | -6.5% | +13.4% |
| 3M | +14.8% | -16.2% | +31.0% | +16.7% |
| 6M | +30.9% | +4.6% | +26.3% | +29.2% |
| YTD | +48.5% | -10.4% | +58.8% | +46.4% |
| 1Y | +57.1% | -6.5% | +63.6% | +53.7% |
| All | +57.1% | -7.8% | +64.9% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling