is your menu working on a static page? have you got a link to a working example of the menu?
...right now the active list element got a class "active" applied which is a default setting of Wayfinder (unless you give it another class-name by adding the parameter e.g &hereClass=`newactivename`)
&hereClass: description: The hereClass will be applied to the current item and to each parent up the document tree.
so in your case, if you click on "Portraits" in "Gallery", the list item "Gallery"
& "Portrait" will get the class "active", you could now add the parameter
&selfClass=`yourhereclassname`
to your call to add the class "yourhereclassname" just for the selected element
&selfClass: The selfClass will be applied to the current item only.
since the classes are applied right now to the list elements and not the ankers of your list, you need to add a custom template for your list-row...add
&rowTpl=`myrowtpl`
to your wayfinder-call and create a new Chunk "myrowtpl" with the content:
<li>
<a [+wf.classes+] href="[+wf.link+]" title="[+wf.title+]" >[+wf.linktext+]</a>
[+wf.wrapper+]
</li>
this should add the classes to the ankers...i hope

...or adapt your styles to style the list elements like benny posted