+228.3%
WAT vs SSNC
+184.6%
+43.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.6% | +2.3% | -1.7% | -0.4% |
| 30D | +5.4% | -3.1% | +8.5% | +6.5% |
| 3M | +11.3% | -2.7% | +14.0% | +12.1% |
| 6M | +37.4% | +23.7% | +13.7% | +24.0% |
| YTD | +21.2% | -8.0% | +29.2% | +23.7% |
| 1Y | +21.3% | -4.7% | +26.0% | +21.9% |
| 3Y | +83.4% | +58.0% | +25.4% | +48.6% |
| 5Y | +29.0% | +8.0% | +21.0% | +19.8% |
| All | +228.3% | +184.6% | +43.7% | +132.8% |
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