+13.1%
WST vs SARO
-21.9%
+35.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -4.3% | -14.5% | +10.2% | -2.0% |
| 3M | +0.7% | -5.3% | +6.1% | +1.2% |
| 6M | +36.0% | -15.3% | +51.3% | +38.8% |
| YTD | +22.7% | -15.6% | +38.3% | +25.0% |
| 1Y | +34.1% | -9.1% | +43.2% | +34.6% |
| All | +13.1% | -21.9% | +35.0% | +10.6% |
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