+1,155.7%
WDC vs SSNC
+1,023.6%
+132.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +2.3% | +9.8% | +10.8% |
| 30D | -18.8% | -3.1% | -15.7% | -17.6% |
| 3M | -39.3% | -2.7% | -36.6% | -38.9% |
| 6M | -40.1% | +23.7% | -63.8% | -49.0% |
| YTD | +71.8% | -8.0% | +79.8% | +70.9% |
| 1Y | +88.5% | -4.7% | +93.2% | +83.4% |
| 3Y | +770.0% | +58.0% | +712.0% | +518.7% |
| 5Y | +549.0% | +8.0% | +541.1% | +476.1% |
| 10Y | +650.3% | +183.8% | +466.5% | +303.5% |
| All | +1,155.7% | +1,023.6% | +132.2% | +272.8% |
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