-99.4%
WETO vs SARO
-13.7%
-85.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.6% |
| 7D | -8.6% | -4.9% | -3.8% | -8.9% |
| 30D | -71.7% | -15.4% | -56.2% | -71.7% |
| 3M | -97.7% | -12.3% | -85.4% | -97.7% |
| 6M | -95.5% | -9.4% | -86.0% | -95.6% |
| YTD | -97.3% | -17.7% | -79.6% | -97.3% |
| 1Y | -99.0% | -13.1% | -85.9% | -99.0% |
| All | -99.4% | -13.7% | -85.6% | -99.3% |
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