+203.7%
WULF vs WDAY
+287.7%
-84.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WDAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -4.9% | +13.0% | +9.2% |
| 7D | +21.9% | -6.1% | +28.0% | +23.3% |
| 30D | +4.6% | +3.7% | +0.9% | +2.7% |
| 3M | -30.9% | +29.6% | -60.5% | -36.7% |
| 6M | +29.9% | +23.3% | +6.6% | +18.0% |
| YTD | +55.4% | -13.3% | +68.7% | +54.7% |
| 1Y | +94.1% | -19.6% | +113.8% | +97.5% |
| 3Y | +892.2% | -25.7% | +917.9% | +927.8% |
| 5Y | -26.7% | -31.6% | +4.8% | -26.9% |
| 10Y | +94.0% | +109.9% | -16.0% | +87.0% |
| All | +203.7% | +287.7% | -84.0% | +170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling