+1,884.9%
WDC vs SSNC
+1,082.2%
+802.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +6.5% |
| 7D | +1.7% | +0.6% | +1.1% | +1.3% |
| 30D | -10.0% | +6.0% | -16.0% | -13.1% |
| 3M | -18.8% | +21.0% | -39.7% | -29.1% |
| 6M | +79.0% | +12.1% | +66.9% | +61.7% |
| YTD | +171.6% | -3.2% | +174.8% | +164.0% |
| 1Y | +417.4% | -4.4% | +421.7% | +403.3% |
| 3Y | +1,251.8% | +51.6% | +1,200.2% | +891.3% |
| 5Y | +911.7% | +21.1% | +890.6% | +742.7% |
| 10Y | +1,399.6% | +177.7% | +1,222.0% | +713.5% |
| All | +1,884.9% | +1,082.2% | +802.7% | +476.2% |
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 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