+86.1%
WULF vs WDAY
-15.6%
+101.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | -0.2% |
| 7D | +7.6% | -4.4% | +11.9% | +5.8% |
| 30D | -8.6% | +14.7% | -23.4% | -2.8% |
| 3M | -37.0% | +32.4% | -69.3% | -27.7% |
| 6M | +7.4% | +36.9% | -29.5% | +30.4% |
| YTD | +43.7% | -8.8% | +52.5% | +97.3% |
| 1Y | +86.1% | -15.3% | +101.4% | +167.6% |
| All | +86.1% | -15.6% | +101.7% | +167.6% |
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