+115.8%
NWSA vs SSNC
+451.6%
-335.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.9% | -0.2% |
| 7D | -2.6% | -1.8% | -0.9% | -1.9% |
| 30D | +4.6% | +1.9% | +2.6% | +3.6% |
| 3M | +10.2% | +18.4% | -8.2% | +1.9% |
| 6M | +21.6% | +7.0% | +14.7% | +17.3% |
| YTD | +14.6% | -6.9% | +21.6% | +17.3% |
| 1Y | +0.4% | -8.2% | +8.5% | +3.2% |
| 3Y | +45.0% | +50.5% | -5.5% | +18.7% |
| 5Y | +41.3% | +17.4% | +23.9% | +27.7% |
| 10Y | +142.8% | +164.9% | -22.1% | +54.9% |
| All | +115.8% | +451.6% | -335.8% | +13.0% |
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