-31.1%
WDAY vs SSNC
+15.9%
-47.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +1.0% |
| 7D | -7.4% | -3.9% | -3.5% | -4.3% |
| 30D | +1.0% | -0.2% | +1.2% | +1.6% |
| 3M | +32.7% | +15.9% | +16.8% | +19.4% |
| 6M | +25.6% | +7.5% | +18.1% | +19.6% |
| YTD | -13.4% | -8.2% | -5.2% | -7.6% |
| 1Y | -19.4% | -9.3% | -10.0% | -13.4% |
| 3Y | -25.8% | +48.5% | -74.2% | -47.6% |
| 5Y | -31.1% | +16.0% | -47.1% | -39.8% |
| All | -31.1% | +15.9% | -47.0% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling