+793.7%
WDC vs SARO
-22.5%
+816.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.9% |
| 7D | -4.3% | -3.1% | -1.2% | -2.7% |
| 30D | -1.5% | -12.2% | +10.7% | +5.5% |
| 3M | -15.5% | -7.4% | -8.1% | -12.2% |
| 6M | +66.5% | -15.3% | +81.7% | +78.9% |
| YTD | +159.9% | -16.2% | +176.0% | +177.8% |
| 1Y | +366.0% | -12.1% | +378.1% | +381.8% |
| All | +793.7% | -22.5% | +816.2% | +807.5% |
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 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