+417.7%
WCC vs SSNC
+184.6%
+233.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.8% | -1.8% |
| 7D | +9.9% | +2.3% | +7.6% | +8.2% |
| 30D | -8.4% | -3.1% | -5.3% | -6.9% |
| 3M | -10.3% | -2.7% | -7.6% | -9.6% |
| 6M | -10.5% | +23.7% | -34.2% | -26.4% |
| YTD | +32.2% | -8.0% | +40.2% | +34.2% |
| 1Y | +25.5% | -4.7% | +30.2% | +23.8% |
| 3Y | +134.7% | +58.0% | +76.7% | +56.2% |
| 5Y | +139.9% | +8.0% | +132.0% | +113.5% |
| All | +417.7% | +184.6% | +233.0% | +210.8% |
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