+188.3%
ITW vs SSNC
+173.6%
+14.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.4% |
| 7D | -0.7% | -4.0% | +3.3% | +1.0% |
| 30D | -8.3% | +0.5% | -8.9% | -8.6% |
| 3M | +6.0% | +18.9% | -12.9% | -2.0% |
| 6M | 0.0% | +10.8% | -10.8% | -5.1% |
| YTD | +10.2% | -7.1% | +17.4% | +12.1% |
| 1Y | +3.2% | -9.6% | +12.8% | +6.0% |
| 3Y | +21.0% | +51.1% | -30.1% | -2.1% |
| 5Y | +37.9% | +19.7% | +18.3% | +21.5% |
| All | +188.3% | +173.6% | +14.7% | +93.1% |
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