+140.4%
BBWI vs SSNC
+1,022.7%
-882.3%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | -7.7% | -0.2% | -7.6% | -7.6% |
| 30D | +24.8% | -1.9% | +26.7% | +26.1% |
| 3M | +16.2% | -0.2% | +16.4% | +16.3% |
| 6M | +15.8% | +19.4% | -3.6% | +4.1% |
| YTD | +11.4% | -8.1% | +19.5% | +14.6% |
| 1Y | +3.2% | -5.3% | +8.5% | +4.4% |
| 3Y | -23.5% | +56.9% | -80.4% | -41.1% |
| 5Y | -67.4% | +8.0% | -75.4% | -69.6% |
| 10Y | -46.0% | +183.6% | -229.6% | -65.9% |
| All | +140.4% | +1,022.7% | -882.3% | -9.4% |
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