-64.4%
WING vs SARO
-7.4%
-57.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | -3.9% | -0.8% | -3.1% | -3.6% |
| 30D | -11.6% | -20.0% | +8.4% | -3.5% |
| 3M | -24.2% | -2.9% | -21.3% | -23.5% |
| 6M | -54.1% | -17.7% | -36.4% | -50.4% |
| YTD | -53.9% | -13.5% | -40.4% | -50.6% |
| 1Y | -64.4% | -9.7% | -54.6% | -63.5% |
| All | -64.4% | -7.4% | -57.0% | -63.5% |
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 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