+62.1%
WCC vs SARO
-7.4%
+69.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.6% |
| 7D | +4.5% | -0.8% | +5.3% | +4.8% |
| 30D | -5.8% | -20.0% | +14.2% | +3.3% |
| 3M | -3.7% | -2.9% | -0.8% | -2.8% |
| 6M | +23.1% | -17.7% | +40.7% | +31.5% |
| YTD | +44.2% | -13.5% | +57.6% | +48.5% |
| 1Y | +62.1% | -9.7% | +71.8% | +62.1% |
| All | +62.1% | -7.4% | +69.5% | +62.1% |
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