+95.9%
WWD vs SARO
-23.7%
+119.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.3% |
| 7D | -2.9% | -4.0% | +1.2% | -0.9% |
| 30D | -6.6% | -16.1% | +9.5% | +1.6% |
| 3M | -9.3% | -4.5% | -4.8% | -7.5% |
| 6M | -13.6% | -17.0% | +3.4% | -6.5% |
| YTD | +10.4% | -17.5% | +27.9% | +19.1% |
| 1Y | +39.9% | -12.3% | +52.2% | +46.4% |
| All | +95.9% | -23.7% | +119.6% | +99.6% |
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