-21.0%
WDAY vs WOLF
+57.5%
-78.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +5.6% | -11.0% | -4.9% |
| 7D | -4.4% | +9.7% | -14.0% | -3.6% |
| 30D | +14.7% | +12.5% | +2.2% | +16.3% |
| 3M | +32.4% | -57.7% | +90.1% | +28.0% |
| 6M | +36.9% | +37.7% | -0.8% | +36.9% |
| YTD | -8.8% | +62.8% | -71.7% | -8.7% |
| All | -21.0% | +57.5% | -78.5% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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