+313.2%
WMB vs SSNC
+162.7%
+150.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | 0.0% | -3.9% | +3.9% | +1.4% |
| 30D | +4.6% | -0.2% | +4.8% | +4.5% |
| 3M | +5.7% | +15.9% | -10.2% | -1.2% |
| 6M | +4.2% | +7.5% | -3.3% | -0.1% |
| YTD | +26.8% | -8.2% | +35.1% | +29.0% |
| 1Y | +34.7% | -9.3% | +44.0% | +37.3% |
| 3Y | +146.8% | +48.5% | +98.3% | +98.9% |
| 5Y | +285.0% | +16.0% | +269.0% | +238.5% |
| 10Y | +313.2% | +169.2% | +144.0% | +166.3% |
| All | +313.2% | +162.7% | +150.5% | +166.3% |
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