+20.1%
NWSA vs SSNC
+7.5%
+12.6%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.2% | +2.3% | -0.1% | +0.9% |
| 30D | -8.8% | -3.1% | -5.7% | -7.3% |
| 3M | -6.5% | -2.7% | -3.7% | -5.3% |
| 6M | +1.5% | +23.7% | -22.2% | -10.9% |
| YTD | +4.0% | -8.0% | +12.1% | +8.1% |
| 1Y | +3.4% | -4.7% | +8.1% | +5.0% |
| 3Y | +34.8% | +58.0% | -23.1% | -3.2% |
| All | +20.1% | +7.5% | +12.6% | +11.9% |
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