+374.8%
BWA vs SSNC
+1,037.0%
-662.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.1% |
| 7D | +4.3% | -1.8% | +6.1% | +5.1% |
| 30D | -2.9% | +1.9% | -4.8% | -3.9% |
| 3M | -12.4% | +18.4% | -30.8% | -20.1% |
| 6M | +28.6% | +7.0% | +21.6% | +22.0% |
| YTD | +48.2% | -6.9% | +55.2% | +49.1% |
| 1Y | +50.9% | -8.2% | +59.1% | +52.5% |
| 3Y | +72.2% | +50.5% | +21.6% | +34.8% |
| 5Y | +91.1% | +17.4% | +73.7% | +67.6% |
| 10Y | +144.0% | +164.9% | -20.9% | +41.8% |
| All | +374.8% | +1,037.0% | -662.2% | +30.2% |
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