+95.8%
NWSA vs SSNC
+445.1%
-349.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | +2.2% | +2.3% | -0.1% | +1.2% |
| 30D | -8.8% | -3.1% | -5.7% | -7.5% |
| 3M | -6.5% | -2.7% | -3.7% | -5.5% |
| 6M | +1.5% | +23.7% | -22.2% | -8.2% |
| YTD | +4.0% | -8.0% | +12.1% | +6.9% |
| 1Y | +3.4% | -4.7% | +8.1% | +4.5% |
| 3Y | +34.8% | +58.0% | -23.1% | +7.9% |
| 5Y | +18.4% | +8.0% | +10.4% | +10.7% |
| 10Y | +149.2% | +183.8% | -34.6% | +55.0% |
| All | +95.8% | +445.1% | -349.2% | +3.0% |
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