+878.9%
WULF vs SSNC
+49.3%
+829.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.5% |
| 7D | +1.4% | -4.0% | +5.4% | +4.1% |
| 30D | -2.6% | +0.5% | -3.1% | -3.6% |
| 3M | -34.0% | +18.9% | -52.9% | -44.3% |
| 6M | +10.0% | +10.8% | -0.8% | -1.6% |
| YTD | +45.7% | -7.1% | +52.8% | +57.3% |
| 1Y | +57.3% | -9.6% | +66.9% | +76.5% |
| 3Y | +878.9% | +51.1% | +827.9% | +458.5% |
| All | +878.9% | +49.3% | +829.7% | +458.5% |
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