-8.9%
WU vs SARO
-10.7%
+1.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.5% |
| 7D | -3.5% | -3.1% | -0.4% | -3.3% |
| 30D | -2.9% | -12.2% | +9.3% | -2.2% |
| 3M | -2.3% | -7.4% | +5.1% | -1.3% |
| 6M | -25.4% | -15.3% | -10.1% | -24.5% |
| YTD | -21.2% | -16.2% | -5.0% | -21.1% |
| 1Y | -8.9% | -12.1% | +3.2% | -10.5% |
| All | -8.9% | -10.7% | +1.8% | -10.5% |
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