+145.0%
WFC vs SSNC
+173.6%
-28.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.1% |
| 7D | +0.4% | -4.0% | +4.4% | +2.5% |
| 30D | +1.5% | +0.5% | +1.0% | +1.1% |
| 3M | +10.2% | +18.9% | -8.7% | -0.3% |
| 6M | +18.8% | +10.8% | +8.0% | +11.2% |
| YTD | -1.5% | -7.1% | +5.6% | +0.7% |
| 1Y | +13.5% | -9.6% | +23.2% | +17.7% |
| 3Y | +135.0% | +51.1% | +83.9% | +83.8% |
| 5Y | +130.1% | +19.7% | +110.4% | +101.4% |
| All | +145.0% | +173.6% | -28.6% | +64.3% |
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