+82.7%
WULF vs SSNC
+173.6%
-90.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +3.0% |
| 7D | +1.4% | -4.0% | +5.4% | +3.0% |
| 30D | -2.6% | +0.5% | -3.1% | -3.1% |
| 3M | -34.0% | +18.9% | -52.9% | -39.6% |
| 6M | +10.0% | +10.8% | -0.8% | +3.2% |
| YTD | +45.7% | -7.1% | +52.8% | +46.8% |
| 1Y | +57.3% | -9.6% | +66.9% | +60.7% |
| 3Y | +878.9% | +51.1% | +827.9% | +735.3% |
| 5Y | -28.3% | +19.7% | -48.0% | -36.3% |
| All | +82.7% | +173.6% | -90.9% | +68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling