+349.9%
WELL vs SSNC
+169.0%
+181.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -2.2% | -6.7% | +4.5% | +0.8% |
| 30D | +4.7% | -0.8% | +5.5% | +4.9% |
| 3M | +11.9% | +16.1% | -4.1% | +3.8% |
| 6M | +14.3% | +7.9% | +6.3% | +9.0% |
| YTD | +28.4% | -8.7% | +37.1% | +31.5% |
| 1Y | +42.3% | -9.5% | +51.8% | +46.0% |
| 3Y | +202.6% | +47.7% | +154.9% | +137.5% |
| 5Y | +206.5% | +17.6% | +188.9% | +164.3% |
| All | +349.9% | +169.0% | +181.0% | +192.9% |
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