-21.7%
WDAY vs SARO
-22.5%
+0.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.1% |
| 7D | -5.2% | -3.1% | -2.0% | -4.7% |
| 30D | +5.9% | -12.2% | +18.2% | +7.8% |
| 3M | +42.3% | -7.4% | +49.6% | +43.2% |
| 6M | +34.7% | -15.3% | +50.0% | +37.9% |
| YTD | -13.5% | -16.2% | +2.6% | -11.5% |
| 1Y | -18.1% | -12.1% | -6.0% | -17.4% |
| All | -21.7% | -22.5% | +0.8% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling