-22.0%
WDAY vs SARO
-23.7%
+1.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.2% |
| 7D | -10.5% | -4.0% | -6.5% | -10.0% |
| 30D | +2.1% | -16.1% | +18.2% | +4.6% |
| 3M | +34.6% | -4.5% | +39.2% | +34.7% |
| 6M | +29.9% | -17.0% | +46.9% | +33.4% |
| YTD | -13.8% | -17.5% | +3.7% | -11.6% |
| 1Y | -18.3% | -12.3% | -6.0% | -17.7% |
| All | -22.0% | -23.7% | +1.8% | -22.5% |
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