-22.1%
WULF vs WDAY
-14.6%
-7.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.0% | -8.6% | -5.8% |
| 7D | -12.8% | -1.2% | -11.6% | -13.2% |
| 30D | -20.9% | +6.8% | -27.7% | -18.5% |
| 3M | -38.0% | +17.8% | -55.9% | -32.2% |
| 6M | -47.5% | +57.8% | -105.3% | -33.2% |
| YTD | +1.8% | -6.0% | +7.9% | +35.4% |
| 1Y | -22.1% | -13.5% | -8.5% | +6.5% |
| All | -22.1% | -14.6% | -7.4% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WDAY.
Daily Out/Under-Performance
Portfolio return minus WDAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WDAY 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 WDAY 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