+442.3%
WELL vs SSNC
+184.6%
+257.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +0.1% | +2.3% | -2.2% | -0.9% |
| 30D | +5.7% | -3.1% | +8.8% | +6.9% |
| 3M | +4.6% | -2.7% | +7.4% | +5.5% |
| 6M | +11.9% | +23.7% | -11.8% | +0.1% |
| YTD | +33.6% | -8.0% | +41.6% | +36.0% |
| 1Y | +29.8% | -4.7% | +34.5% | +29.6% |
| 3Y | +202.2% | +58.0% | +144.2% | +128.3% |
| 5Y | +223.2% | +8.0% | +215.2% | +191.5% |
| All | +442.3% | +184.6% | +257.7% | +263.5% |
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 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