+210.1%
W vs SSNC
+184.6%
+25.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +0.2% | +2.3% | -2.1% | -2.1% |
| 30D | +6.8% | -3.1% | +9.9% | +9.4% |
| 3M | +10.7% | -2.7% | +13.4% | +12.5% |
| 6M | +86.3% | +23.7% | +62.7% | +46.9% |
| YTD | +11.5% | -8.0% | +19.5% | +17.3% |
| 1Y | +5.1% | -4.7% | +9.8% | +6.6% |
| 3Y | +171.0% | +58.0% | +113.0% | +68.0% |
| 5Y | -56.6% | +8.0% | -64.6% | -59.3% |
| All | +210.1% | +184.6% | +25.5% | +66.2% |
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