-56.2%
BBWI vs SSNC
+173.6%
-229.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.7% | +4.7% | +5.3% |
| 7D | -4.8% | -4.0% | -0.8% | -2.0% |
| 30D | +3.5% | +0.5% | +3.0% | +3.2% |
| 3M | -0.3% | +18.9% | -19.2% | -11.9% |
| 6M | -5.4% | +10.8% | -16.2% | -13.1% |
| YTD | -4.7% | -7.1% | +2.4% | -1.9% |
| 1Y | -30.5% | -9.6% | -20.9% | -27.3% |
| 3Y | -44.3% | +51.1% | -95.4% | -59.5% |
| 5Y | -66.9% | +19.7% | -86.5% | -72.0% |
| All | -56.2% | +173.6% | -229.8% | -70.7% |
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