+222.9%
WAB vs SSNC
+15.9%
+207.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.8% |
| 7D | +0.2% | -3.9% | +4.1% | +1.9% |
| 30D | -4.6% | -0.2% | -4.4% | -4.6% |
| 3M | +5.6% | +15.9% | -10.3% | -1.9% |
| 6M | +13.8% | +7.5% | +6.3% | +9.2% |
| YTD | +31.9% | -8.2% | +40.1% | +36.5% |
| 1Y | +48.3% | -9.3% | +57.6% | +54.4% |
| 3Y | +167.1% | +48.5% | +118.7% | +107.2% |
| 5Y | +222.9% | +16.0% | +206.9% | +187.5% |
| All | +222.9% | +15.9% | +207.0% | +187.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling