+57.8%
WAB vs SARO
-22.5%
+80.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.5% |
| 7D | +0.1% | -3.1% | +3.2% | +1.3% |
| 30D | -4.1% | -12.2% | +8.2% | +0.4% |
| 3M | +8.2% | -7.4% | +15.5% | +10.6% |
| 6M | +15.4% | -15.3% | +30.7% | +21.0% |
| YTD | +33.1% | -16.2% | +49.3% | +39.4% |
| 1Y | +48.1% | -12.1% | +60.2% | +51.6% |
| All | +57.8% | -22.5% | +80.2% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling