-72.0%
WING vs SARO
-22.5%
-49.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.6% | +4.3% | +5.3% |
| 7D | +7.2% | -3.1% | +10.3% | +8.5% |
| 30D | +4.8% | -12.2% | +17.0% | +10.2% |
| 3M | -23.7% | -7.4% | -16.3% | -21.5% |
| 6M | -43.6% | -15.3% | -28.3% | -40.3% |
| YTD | -50.6% | -16.2% | -34.4% | -47.3% |
| 1Y | -57.0% | -12.1% | -44.9% | -55.2% |
| All | -72.0% | -22.5% | -49.5% | -73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling