+854.8%
SSNC vs GWRE
+741.3%
+113.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.0% | -13.2% | +9.2% | +0.2% |
| 30D | +0.5% | -18.6% | +19.1% | +5.9% |
| 3M | +18.9% | +18.9% | 0.0% | +10.3% |
| 6M | +10.8% | -11.0% | +21.8% | +10.7% |
| YTD | -7.1% | -29.9% | +22.8% | -0.5% |
| 1Y | -9.6% | -44.3% | +34.7% | +4.0% |
| 3Y | +51.1% | +51.7% | -0.6% | +17.3% |
| 5Y | +19.7% | +15.4% | +4.2% | -1.0% |
| 10Y | +172.3% | +129.4% | +42.9% | +78.4% |
| All | +854.8% | +741.3% | +113.5% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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