+721.0%
ITW vs SSNC
+1,021.3%
-300.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.4% | -1.2% |
| 7D | -1.9% | -3.9% | +2.0% | -0.4% |
| 30D | -10.4% | -0.2% | -10.2% | -10.4% |
| 3M | +3.5% | +15.9% | -12.4% | -2.7% |
| 6M | -3.4% | +7.5% | -10.8% | -6.8% |
| YTD | +8.5% | -8.2% | +16.7% | +10.5% |
| 1Y | +3.2% | -9.3% | +12.6% | +5.4% |
| 3Y | +18.9% | +48.5% | -29.6% | -0.7% |
| 5Y | +35.0% | +16.0% | +19.0% | +22.5% |
| 10Y | +188.6% | +169.2% | +19.5% | +86.7% |
| All | +721.0% | +1,021.3% | -300.3% | +192.3% |
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