-25.3%
WDAY vs WOLF
+39.8%
-65.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.7% | +7.2% | -1.2% |
| 7D | -10.5% | -6.2% | -4.3% | -10.9% |
| 30D | +2.1% | -16.5% | +18.6% | +1.0% |
| 3M | +34.6% | -42.0% | +76.7% | +31.7% |
| 6M | +29.9% | +51.8% | -21.9% | +29.1% |
| YTD | -13.8% | +44.6% | -58.4% | -14.4% |
| All | -25.3% | +39.8% | -65.1% | -26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling