-5.8%
SSNC vs WSM
+44.0%
-49.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.5% | -8.1% | -3.0% |
| 7D | -1.1% | +8.0% | -9.1% | -2.9% |
| 30D | +0.6% | +13.5% | -12.9% | -2.1% |
| 3M | -1.5% | +8.8% | -10.3% | -3.3% |
| 6M | +15.8% | +54.7% | -38.9% | +5.7% |
| YTD | -8.0% | +53.3% | -61.2% | -14.6% |
| 1Y | -5.8% | +41.1% | -46.9% | -11.4% |
| All | -5.8% | +44.0% | -49.8% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling