+166.1%
WAT vs SSNC
+173.6%
-7.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.0% |
| 7D | -0.3% | -4.0% | +3.8% | +1.4% |
| 30D | -1.9% | +0.5% | -2.4% | -2.1% |
| 3M | +13.5% | +18.9% | -5.4% | +4.8% |
| 6M | +37.2% | +10.8% | +26.4% | +30.4% |
| YTD | +7.5% | -7.1% | +14.6% | +9.7% |
| 1Y | +35.0% | -9.6% | +44.6% | +39.1% |
| 3Y | +55.1% | +51.1% | +4.0% | +28.8% |
| 5Y | -2.8% | +19.7% | -22.5% | -12.6% |
| All | +166.1% | +173.6% | -7.4% | +90.3% |
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