-24.7%
WULF vs WDAY
-30.7%
+6.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +1.4% | -5.2% | +6.5% | +3.3% |
| 30D | -2.6% | +5.9% | -8.6% | -7.0% |
| 3M | -34.0% | +42.3% | -76.2% | -47.7% |
| 6M | +10.0% | +34.7% | -24.7% | -15.3% |
| YTD | +45.7% | -13.5% | +59.2% | +49.4% |
| 1Y | +57.3% | -18.1% | +75.4% | +67.0% |
| 3Y | +878.9% | -26.4% | +905.3% | +963.4% |
| All | -24.7% | -30.7% | +6.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling