-99.1%
WETO vs SARO
+1.5%
-100.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.4% | +9.2% | +11.2% | +19.0% |
| 7D | +36.5% | +18.2% | +18.3% | +34.9% |
| 30D | -14.4% | +36.4% | -50.9% | -14.7% |
| 3M | -82.5% | -7.9% | -74.6% | -84.5% |
| 6M | -97.9% | +5.2% | -103.1% | -98.0% |
| YTD | -98.8% | -3.7% | -95.2% | -98.9% |
| 1Y | -99.1% | +2.9% | -102.1% | -99.2% |
| All | -99.1% | +1.5% | -100.7% | -99.2% |
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