+62.9%
WBD vs SSNC
+1,037.0%
-974.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.4% | +1.3% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | +5.0% | +1.9% | +3.1% | +4.0% |
| 3M | +6.2% | +18.4% | -12.2% | -2.4% |
| 6M | +0.6% | +7.0% | -6.4% | -3.7% |
| YTD | -2.4% | -6.9% | +4.5% | -1.0% |
| 1Y | +127.7% | -8.2% | +135.9% | +131.8% |
| 3Y | +148.4% | +50.5% | +97.9% | +105.9% |
| 5Y | +4.2% | +17.4% | -13.2% | -4.5% |
| 10Y | +10.8% | +164.9% | -154.1% | -27.6% |
| All | +62.9% | +1,037.0% | -974.1% | -36.0% |
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