+216.0%
WULF vs SSNC
+1,015.4%
-799.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.7% |
| 7D | -0.6% | -6.7% | +6.2% | +1.1% |
| 30D | -3.6% | -0.8% | -2.8% | -3.6% |
| 3M | -30.4% | +16.1% | -46.5% | -33.6% |
| 6M | +12.5% | +7.9% | +4.5% | +9.0% |
| YTD | +40.5% | -8.7% | +49.2% | +41.7% |
| 1Y | +53.0% | -9.5% | +62.5% | +54.8% |
| 3Y | +796.7% | +47.7% | +749.0% | +726.9% |
| 5Y | -30.9% | +17.6% | -48.5% | -34.9% |
| 10Y | +76.1% | +167.7% | -91.6% | +64.8% |
| All | +216.0% | +1,015.4% | -799.3% | +175.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling