+300.9%
FWONK vs SSNC
+295.2%
+5.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -1.5% | -6.7% | +5.2% | +1.7% |
| 30D | -6.8% | -0.8% | -6.0% | -6.5% |
| 3M | +7.7% | +16.1% | -8.3% | -0.4% |
| 6M | +11.0% | +7.9% | +3.0% | +5.8% |
| YTD | -3.1% | -8.7% | +5.6% | -0.5% |
| 1Y | -3.5% | -9.5% | +6.0% | -0.8% |
| 3Y | +44.6% | +47.7% | -3.1% | +13.7% |
| 5Y | +98.3% | +17.6% | +80.6% | +71.9% |
| 10Y | +339.3% | +167.7% | +171.6% | +157.0% |
| All | +300.9% | +295.2% | +5.7% | +97.4% |
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