-33.5%
WDAY vs SSNC
+7.5%
-41.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.9% | +2.9% |
| 7D | +1.8% | +2.3% | -0.5% | 0.0% |
| 30D | +4.1% | -3.1% | +7.2% | +6.2% |
| 3M | -4.8% | -2.7% | -2.1% | -3.1% |
| 6M | +68.6% | +23.7% | +44.9% | +43.8% |
| YTD | -8.5% | -8.0% | -0.5% | -3.1% |
| 1Y | -12.1% | -4.7% | -7.4% | -9.3% |
| 3Y | -13.2% | +58.0% | -71.2% | -42.7% |
| All | -33.5% | +7.5% | -41.1% | -39.2% |
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