+642.9%
WDC vs SSNC
+184.6%
+458.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +2.3% | +9.8% | +10.6% |
| 30D | -18.8% | -3.1% | -15.7% | -17.5% |
| 3M | -39.3% | -2.7% | -36.6% | -38.9% |
| 6M | -40.1% | +23.7% | -63.8% | -50.1% |
| YTD | +71.8% | -8.0% | +79.8% | +71.5% |
| 1Y | +88.5% | -4.7% | +93.2% | +83.3% |
| 3Y | +770.0% | +58.0% | +712.0% | +474.3% |
| 5Y | +549.0% | +8.0% | +541.1% | +460.2% |
| All | +642.9% | +184.6% | +458.2% | +283.2% |
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 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