+931.6%
WM vs SSNC
+998.3%
-66.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | +1.2% | -3.3% | +4.5% | +2.0% |
| 30D | +13.1% | -1.3% | +14.3% | +13.3% |
| 3M | +3.6% | -2.3% | +5.9% | +4.1% |
| 6M | +8.1% | +12.6% | -4.6% | +4.7% |
| YTD | +8.9% | -10.1% | +19.0% | +10.8% |
| 1Y | +20.3% | -6.6% | +26.9% | +21.3% |
| 3Y | +46.2% | +54.0% | -7.8% | +29.6% |
| 5Y | +59.9% | +7.0% | +52.9% | +52.7% |
| 10Y | +345.6% | +176.7% | +168.9% | +232.1% |
| All | +931.6% | +998.3% | -66.7% | +413.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling