+513.6%
EWT vs SSNC
+173.6%
+340.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.3% |
| 7D | -1.1% | -4.0% | +2.9% | +0.2% |
| 30D | +4.5% | +0.5% | +3.9% | +4.2% |
| 3M | +8.3% | +18.9% | -10.7% | +1.3% |
| 6M | +54.2% | +10.8% | +43.4% | +47.5% |
| YTD | +74.6% | -7.1% | +81.7% | +77.0% |
| 1Y | +84.9% | -9.6% | +94.5% | +89.0% |
| 3Y | +197.5% | +51.1% | +146.5% | +150.7% |
| 5Y | +150.6% | +19.7% | +130.9% | +125.7% |
| All | +513.6% | +173.6% | +340.0% | +316.2% |
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 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