+328.7%
WM vs SSNC
+177.4%
+151.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.5% | -4.5% | +4.0% | +0.7% |
| 30D | +13.3% | -3.9% | +17.2% | +14.3% |
| 3M | +4.4% | -1.3% | +5.7% | +4.6% |
| 6M | +10.8% | +14.1% | -3.3% | +6.8% |
| YTD | +9.1% | -9.9% | +19.0% | +11.0% |
| 1Y | +19.1% | -6.2% | +25.3% | +20.0% |
| 3Y | +45.7% | +56.1% | -10.4% | +27.6% |
| 5Y | +60.4% | +5.4% | +55.1% | +53.3% |
| 10Y | +328.7% | +172.3% | +156.4% | +250.4% |
| All | +328.7% | +177.4% | +151.3% | +250.4% |
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