-34.4%
WULF vs SARO
-6.5%
-27.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.6% | -12.3% | -12.7% |
| 7D | -20.9% | +6.3% | -27.3% | -24.5% |
| 30D | -32.7% | +20.8% | -53.5% | -42.2% |
| 3M | -44.2% | -18.4% | -25.8% | -34.5% |
| 6M | -57.1% | +0.8% | -57.9% | -60.3% |
| YTD | -12.3% | -11.8% | -0.5% | -2.8% |
| 1Y | -34.4% | -7.3% | -27.1% | -31.2% |
| All | -34.4% | -6.5% | -27.8% | -31.2% |
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