+116.0%
BBWI vs SSNC
+1,082.2%
-966.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +3.5% |
| 7D | +1.5% | +0.6% | +0.9% | +1.2% |
| 30D | -5.2% | +6.0% | -11.2% | -8.2% |
| 3M | +11.1% | +21.0% | -9.9% | -0.3% |
| 6M | -13.4% | +12.1% | -25.5% | -19.5% |
| YTD | +0.1% | -3.2% | +3.3% | +0.1% |
| 1Y | -36.1% | -4.4% | -31.8% | -35.8% |
| 3Y | -44.1% | +51.6% | -95.7% | -56.1% |
| 5Y | -66.2% | +21.1% | -87.3% | -70.3% |
| 10Y | -54.8% | +177.7% | -232.5% | -71.6% |
| All | +116.0% | +1,082.2% | -966.2% | -20.8% |
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