+1,089.7%
SSNC vs WSM
+2,416.7%
-1,327.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.3% |
| 7D | -3.9% | +2.6% | -6.5% | -4.6% |
| 30D | -0.2% | -9.3% | +9.1% | +2.4% |
| 3M | +15.9% | +7.1% | +8.8% | +13.6% |
| 6M | +7.5% | +21.7% | -14.3% | +1.4% |
| YTD | -8.2% | +28.7% | -37.0% | -14.9% |
| 1Y | -9.3% | +13.9% | -23.2% | -13.5% |
| 3Y | +48.5% | +232.2% | -183.7% | -1.3% |
| 5Y | +16.0% | +176.4% | -160.4% | -22.3% |
| 10Y | +169.2% | +1,072.4% | -903.3% | +1.3% |
| All | +1,089.7% | +2,416.7% | -1,327.0% | +247.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling