-9.0%
WCN vs SARO
-23.7%
+14.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.2% | -1.0% |
| 7D | -4.4% | -4.0% | -0.4% | -4.2% |
| 30D | -4.4% | -16.1% | +11.7% | -3.6% |
| 3M | +0.5% | -4.5% | +5.0% | +0.2% |
| 6M | -3.3% | -17.0% | +13.8% | -2.5% |
| YTD | -8.5% | -17.5% | +9.1% | -7.9% |
| 1Y | -8.9% | -12.3% | +3.3% | -9.3% |
| All | -9.0% | -23.7% | +14.7% | -9.4% |
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