+1,135.8%
WCN vs SSNC
+1,037.0%
+98.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -0.1% |
| 7D | -0.4% | -1.8% | +1.3% | 0.0% |
| 30D | -2.1% | +1.9% | -4.0% | -2.6% |
| 3M | +6.4% | +18.4% | -12.0% | +1.6% |
| 6M | -3.7% | +7.0% | -10.6% | -5.7% |
| YTD | -6.4% | -6.9% | +0.6% | -5.2% |
| 1Y | -7.9% | -8.2% | +0.2% | -6.6% |
| 3Y | +20.8% | +50.5% | -29.7% | +7.3% |
| 5Y | +29.0% | +17.4% | +11.6% | +20.4% |
| 10Y | +236.4% | +164.9% | +71.4% | +152.8% |
| All | +1,135.8% | +1,037.0% | +98.8% | +553.6% |
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