-73.6%
WING vs SARO
-23.7%
-49.8%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.8% |
| 7D | +0.2% | -4.0% | +4.2% | +1.8% |
| 30D | -0.5% | -16.1% | +15.7% | +6.4% |
| 3M | -23.9% | -4.5% | -19.3% | -22.5% |
| 6M | -48.9% | -17.0% | -31.8% | -45.4% |
| YTD | -53.3% | -17.5% | -35.8% | -50.0% |
| 1Y | -60.3% | -12.3% | -48.0% | -58.6% |
| All | -73.6% | -23.7% | -49.8% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling