+152.3%
W vs SSNC
+169.0%
-16.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -2.1% |
| 7D | +0.5% | -6.7% | +7.2% | +7.5% |
| 30D | -5.6% | -0.8% | -4.8% | -5.1% |
| 3M | +41.9% | +16.1% | +25.9% | +20.8% |
| 6M | +30.2% | +7.9% | +22.3% | +18.7% |
| YTD | -2.9% | -8.7% | +5.8% | +3.8% |
| 1Y | +11.6% | -9.5% | +21.1% | +20.0% |
| 3Y | +37.0% | +47.7% | -10.7% | -7.4% |
| 5Y | -62.8% | +17.6% | -80.5% | -67.1% |
| All | +152.3% | +169.0% | -16.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SSNC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling