+98.5%
WWD vs SARO
-22.5%
+121.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +0.6% |
| 7D | -2.6% | -3.1% | +0.5% | -1.1% |
| 30D | -6.9% | -12.2% | +5.3% | -0.9% |
| 3M | -13.0% | -7.4% | -5.7% | -10.1% |
| 6M | -12.5% | -15.3% | +2.8% | -6.2% |
| YTD | +11.8% | -16.2% | +28.0% | +19.7% |
| 1Y | +41.1% | -12.1% | +53.2% | +47.4% |
| All | +98.5% | -22.5% | +121.0% | +100.7% |
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