+170.7%
SSNC vs WSM
+1,071.8%
-901.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | -4.0% | -0.5% | -3.5% | -3.9% |
| 30D | +0.5% | -7.7% | +8.2% | +2.5% |
| 3M | +18.9% | +3.8% | +15.2% | +17.7% |
| 6M | +10.8% | +22.7% | -11.8% | +4.8% |
| YTD | -7.1% | +28.0% | -35.2% | -13.4% |
| 1Y | -9.6% | +12.7% | -22.3% | -13.3% |
| 3Y | +51.1% | +231.3% | -180.2% | +2.5% |
| 5Y | +19.7% | +177.2% | -157.5% | -18.4% |
| All | +170.7% | +1,071.8% | -901.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling