-5.1%
WAT vs SSNC
+18.8%
-23.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | +0.4% |
| 7D | -0.7% | -1.8% | +1.1% | +0.1% |
| 30D | -1.0% | +1.9% | -2.9% | -2.0% |
| 3M | +10.9% | +18.4% | -7.5% | +0.8% |
| 6M | +33.2% | +7.0% | +26.2% | +27.7% |
| YTD | +6.1% | -6.9% | +13.0% | +9.5% |
| 1Y | +30.2% | -8.2% | +38.4% | +35.2% |
| 3Y | +52.9% | +50.5% | +2.3% | +18.2% |
| 5Y | -5.1% | +17.4% | -22.5% | -16.2% |
| All | -5.1% | +18.8% | -23.9% | -16.2% |
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 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