+302.1%
WDAY vs SSNC
+668.9%
-366.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.6% |
| 7D | -4.4% | +0.6% | -5.0% | -4.7% |
| 30D | +14.7% | +6.0% | +8.7% | +10.6% |
| 3M | +32.4% | +21.0% | +11.4% | +17.1% |
| 6M | +36.9% | +12.1% | +24.8% | +27.7% |
| YTD | -8.8% | -3.2% | -5.6% | -6.3% |
| 1Y | -15.3% | -4.4% | -10.9% | -12.4% |
| 3Y | -21.2% | +51.6% | -72.8% | -41.4% |
| 5Y | -29.5% | +21.1% | -50.6% | -39.2% |
| 10Y | +120.0% | +177.7% | -57.6% | +10.0% |
| All | +302.1% | +668.9% | -366.8% | +39.5% |
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