+561.8%
GWW vs SSNC
+173.6%
+388.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -3.4% | -4.0% | +0.7% | -1.8% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | -2.4% | +18.9% | -21.3% | -9.3% |
| 6M | +15.7% | +10.8% | +4.9% | +10.2% |
| YTD | +27.6% | -7.1% | +34.7% | +29.6% |
| 1Y | +27.2% | -9.6% | +36.8% | +30.4% |
| 3Y | +89.7% | +51.1% | +38.6% | +56.0% |
| 5Y | +223.9% | +19.7% | +204.3% | +188.1% |
| All | +561.8% | +173.6% | +388.2% | +398.7% |
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