+506.1%
WAT vs SSNC
+1,082.2%
-576.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.6% |
| 7D | -1.3% | +0.6% | -1.9% | -1.5% |
| 30D | +2.3% | +6.0% | -3.7% | 0.0% |
| 3M | +8.7% | +21.0% | -12.2% | +0.4% |
| 6M | +28.3% | +12.1% | +16.2% | +21.8% |
| YTD | +7.8% | -3.2% | +11.0% | +8.0% |
| 1Y | +36.6% | -4.4% | +41.0% | +37.3% |
| 3Y | +45.7% | +51.6% | -5.9% | +22.6% |
| 5Y | -3.3% | +21.1% | -24.4% | -12.5% |
| 10Y | +162.1% | +177.7% | -15.6% | +70.3% |
| All | +506.1% | +1,082.2% | -576.1% | +114.7% |
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