+220.4%
W vs SSNC
+186.8%
+33.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.9% |
| 7D | -7.4% | -0.2% | -7.2% | -7.2% |
| 30D | +7.8% | -1.9% | +9.7% | +9.1% |
| 3M | +10.9% | -0.2% | +11.0% | +9.7% |
| 6M | +86.4% | +19.4% | +67.0% | +52.2% |
| YTD | +14.0% | -8.1% | +22.1% | +20.0% |
| 1Y | +3.5% | -5.3% | +8.8% | +5.7% |
| 3Y | +164.8% | +56.9% | +107.8% | +65.3% |
| 5Y | -53.1% | +8.0% | -61.1% | -56.0% |
| 10Y | +220.4% | +183.6% | +36.8% | +71.8% |
| All | +220.4% | +186.8% | +33.6% | +71.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling