+251.8%
WBD vs SARO
-22.5%
+274.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -0.7% | -3.1% | +2.4% | +0.2% |
| 30D | +1.4% | -12.2% | +13.6% | +5.3% |
| 3M | +4.4% | -7.4% | +11.8% | +5.5% |
| 6M | +0.8% | -15.3% | +16.1% | +4.4% |
| YTD | -2.7% | -16.2% | +13.5% | +0.6% |
| 1Y | +73.4% | -12.1% | +85.5% | +74.9% |
| All | +251.8% | -22.5% | +274.3% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling