+203.4%
W vs SSNC
+316.8%
-113.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.0% |
| 7D | -7.4% | -0.2% | -7.2% | -7.2% |
| 30D | +7.8% | -1.9% | +9.7% | +9.0% |
| 3M | +10.9% | -0.2% | +11.0% | +9.9% |
| 6M | +86.4% | +19.4% | +67.0% | +55.8% |
| YTD | +14.0% | -8.1% | +22.1% | +19.6% |
| 1Y | +3.5% | -5.3% | +8.8% | +5.8% |
| 3Y | +164.8% | +56.9% | +107.8% | +76.6% |
| 5Y | -53.1% | +8.0% | -61.1% | -55.1% |
| 10Y | +220.4% | +183.6% | +36.8% | +73.7% |
| All | +203.4% | +316.8% | -113.4% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling