+1,228.2%
WDC vs SSNC
+169.0%
+1,059.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -4.1% |
| 7D | +4.4% | -6.7% | +11.2% | +8.6% |
| 30D | +5.3% | -0.8% | +6.1% | +5.3% |
| 3M | -5.9% | +16.1% | -22.0% | -17.4% |
| 6M | +73.2% | +7.9% | +65.3% | +58.0% |
| YTD | +167.8% | -8.7% | +176.6% | +169.7% |
| 1Y | +386.0% | -9.5% | +395.5% | +388.5% |
| 3Y | +1,309.7% | +47.7% | +1,262.0% | +882.0% |
| 5Y | +957.1% | +17.6% | +939.5% | +757.0% |
| All | +1,228.2% | +169.0% | +1,059.2% | +585.7% |
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