+113.2%
WDC vs SARO
-7.8%
+121.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.9% | -8.7% | -7.5% |
| 7D | -18.3% | +15.8% | -34.1% | -23.3% |
| 30D | -26.7% | +22.2% | -48.9% | -32.9% |
| 3M | -40.9% | -16.2% | -24.7% | -35.2% |
| 6M | -26.8% | +4.6% | -31.3% | -29.0% |
| YTD | +88.2% | -10.4% | +98.5% | +83.7% |
| 1Y | +113.2% | -6.5% | +119.7% | +99.0% |
| All | +113.2% | -7.8% | +121.0% | +99.0% |
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 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