+763.3%
EWT vs SSNC
+1,037.0%
-273.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.3% | +0.6% |
| 7D | +1.6% | -1.8% | +3.4% | +2.2% |
| 30D | +8.2% | +1.9% | +6.3% | +7.5% |
| 3M | +11.1% | +18.4% | -7.3% | +4.4% |
| 6M | +60.4% | +7.0% | +53.5% | +55.4% |
| YTD | +75.6% | -6.9% | +82.5% | +77.3% |
| 1Y | +91.3% | -8.2% | +99.5% | +93.7% |
| 3Y | +200.3% | +50.5% | +149.8% | +156.4% |
| 5Y | +156.4% | +17.4% | +139.0% | +134.3% |
| 10Y | +495.8% | +164.9% | +330.9% | +305.5% |
| All | +763.3% | +1,037.0% | -273.7% | +253.2% |
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