+128.3%
WFC vs SSNC
+15.9%
+112.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.7% |
| 7D | +0.4% | -3.9% | +4.3% | +2.6% |
| 30D | +2.5% | -0.2% | +2.6% | +2.4% |
| 3M | +10.0% | +15.9% | -5.9% | +0.2% |
| 6M | +15.1% | +7.5% | +7.6% | +9.2% |
| YTD | -2.2% | -8.2% | +6.0% | +1.5% |
| 1Y | +13.5% | -9.3% | +22.8% | +18.5% |
| 3Y | +135.2% | +48.5% | +86.8% | +77.9% |
| 5Y | +128.3% | +16.0% | +112.3% | +104.0% |
| All | +128.3% | +15.9% | +112.4% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling