+112.2%
WDAY vs SSNC
+173.6%
-61.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.9% |
| 7D | -5.2% | -4.0% | -1.1% | -2.2% |
| 30D | +5.9% | +0.5% | +5.4% | +6.0% |
| 3M | +42.3% | +18.9% | +23.3% | +26.6% |
| 6M | +34.7% | +10.8% | +23.9% | +26.1% |
| YTD | -13.5% | -7.1% | -6.4% | -8.4% |
| 1Y | -18.1% | -9.6% | -8.5% | -11.7% |
| 3Y | -26.4% | +51.1% | -77.4% | -46.3% |
| 5Y | -30.6% | +19.7% | -50.2% | -40.5% |
| All | +112.2% | +173.6% | -61.4% | +0.6% |
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 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