-6.8%
SSNC vs WETO
-99.4%
+92.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.4% | +7.1% | +1.7% |
| 7D | -4.0% | -4.3% | +0.3% | -4.1% |
| 30D | +0.5% | -39.9% | +40.4% | +0.8% |
| 3M | +18.9% | -97.9% | +116.8% | +20.6% |
| 6M | +10.8% | -95.0% | +105.9% | +10.9% |
| YTD | -7.1% | -97.2% | +90.0% | -7.0% |
| 1Y | -9.6% | -98.9% | +89.3% | -9.5% |
| All | -6.8% | -99.4% | +92.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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