-47.7%
BBWI vs SSNC
+184.6%
-232.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +0.1% | +2.3% | -2.2% | -1.4% |
| 30D | +12.9% | -3.1% | +16.0% | +15.2% |
| 3M | +16.0% | -2.7% | +18.7% | +18.1% |
| 6M | +16.6% | +23.7% | -7.1% | -0.8% |
| YTD | +9.7% | -8.0% | +17.8% | +13.6% |
| 1Y | +1.5% | -4.7% | +6.2% | +2.3% |
| 3Y | -21.4% | +58.0% | -79.3% | -45.0% |
| 5Y | -67.6% | +8.0% | -75.5% | -70.6% |
| All | -47.7% | +184.6% | -232.3% | -64.7% |
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 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