+37.6%
ITW vs SSNC
+19.2%
+18.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.9% |
| YTD | +10.2% | -7.1% | +17.4% | +13.1% |
| 1Y | +3.2% | -9.6% | +12.8% | +7.2% |
| 3Y | +21.0% | +51.1% | -30.1% | -4.9% |
| All | +37.6% | +19.2% | +18.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling