+41.1%
WSM vs SARO
-7.8%
+48.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.9% | +4.6% | +5.8% |
| 7D | +8.0% | +15.8% | -7.8% | +2.4% |
| 30D | +13.5% | +22.2% | -8.7% | +5.4% |
| 3M | +8.8% | -16.2% | +25.0% | +15.2% |
| 6M | +54.7% | +4.6% | +50.1% | +48.3% |
| YTD | +53.3% | -10.4% | +63.6% | +57.4% |
| 1Y | +41.1% | -6.5% | +47.6% | +43.9% |
| All | +41.1% | -7.8% | +48.9% | +43.9% |
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