+49.3%
SSNC vs WSM
+232.0%
-182.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -3.9% | +2.6% | -6.5% | -4.3% |
| 30D | -0.2% | -9.3% | +9.1% | +1.4% |
| 3M | +15.9% | +7.1% | +8.8% | +14.5% |
| 6M | +7.5% | +21.7% | -14.3% | +3.8% |
| YTD | -8.2% | +28.7% | -37.0% | -12.2% |
| 1Y | -9.3% | +13.9% | -23.2% | -11.7% |
| All | +49.3% | +232.0% | -182.6% | +19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling