+23.4%
WOLF vs SSNC
-8.8%
+32.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.4% | -4.2% | -6.6% |
| 7D | +2.4% | -3.9% | +6.3% | -0.8% |
| 30D | -6.9% | -0.2% | -6.7% | -6.6% |
| 3M | -44.1% | +15.9% | -60.0% | -34.5% |
| 6M | +53.6% | +7.5% | +46.1% | +79.4% |
| YTD | +56.7% | -8.2% | +64.9% | +79.0% |
| All | +23.4% | -8.8% | +32.2% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling