+23.7%
WULF vs SSNC
+7.0%
+16.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.9% |
| 7D | +15.6% | -3.9% | +19.5% | +12.9% |
| 30D | +5.7% | -0.2% | +5.9% | +5.9% |
| 3M | -32.3% | +15.9% | -48.2% | -24.2% |
| 6M | +23.7% | +7.5% | +16.2% | +43.8% |
| All | +23.7% | +7.0% | +16.7% | +43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling