+1,345.6%
WAB vs SSNC
+1,082.2%
+263.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -3.2% | +0.6% | -3.8% | -3.5% |
| 30D | -4.4% | +6.0% | -10.5% | -7.0% |
| 3M | +7.9% | +21.0% | -13.1% | -1.9% |
| 6M | +8.7% | +12.1% | -3.4% | +1.8% |
| YTD | +33.0% | -3.2% | +36.2% | +32.4% |
| 1Y | +46.7% | -4.4% | +51.0% | +46.6% |
| 3Y | +153.0% | +51.6% | +101.4% | +101.8% |
| 5Y | +222.3% | +21.1% | +201.2% | +182.2% |
| 10Y | +291.0% | +177.7% | +113.3% | +129.3% |
| All | +1,345.6% | +1,082.2% | +263.4% | +307.4% |
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