+717.4%
WEC vs SSNC
+1,021.7%
-304.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | +1.4% | -2.1% | -0.9% |
| 30D | +11.0% | -2.6% | +13.6% | +11.4% |
| 3M | +8.6% | -0.6% | +9.2% | +8.6% |
| 6M | +6.2% | +19.9% | -13.7% | +2.7% |
| YTD | +14.3% | -8.2% | +22.5% | +15.1% |
| 1Y | +8.4% | -5.5% | +13.9% | +8.6% |
| 3Y | +62.9% | +56.8% | +6.1% | +49.0% |
| 5Y | +55.8% | +7.8% | +48.0% | +49.7% |
| 10Y | +193.2% | +183.3% | +9.8% | +137.1% |
| All | +717.4% | +1,021.7% | -304.3% | +396.5% |
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