-22.8%
WDAY vs WOLF
+53.8%
-76.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.5% | -4.3% | +1.7% |
| 7D | -5.3% | +21.5% | -26.7% | -3.5% |
| 30D | +1.5% | -1.2% | +2.8% | +2.0% |
| 3M | +5.5% | -8.2% | +13.6% | +6.2% |
| 6M | +57.4% | -45.0% | +102.4% | +55.5% |
| YTD | -11.0% | +59.0% | -70.0% | -10.1% |
| 1Y | -15.8% | +59.1% | -74.9% | -15.1% |
| All | -22.8% | +53.8% | -76.6% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling