+113.4%
WMB vs SSNC
+54.1%
+59.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -6.7% | -4.5% | -2.2% | -6.2% |
| 30D | -8.6% | -3.9% | -4.7% | -8.4% |
| 3M | -4.9% | -1.3% | -3.6% | -5.2% |
| 6M | -6.3% | +14.1% | -20.4% | -8.6% |
| YTD | +13.0% | -9.9% | +22.9% | +16.8% |
| 1Y | +14.9% | -6.2% | +21.1% | +17.2% |
| 3Y | +113.4% | +56.1% | +57.3% | +83.6% |
| All | +113.4% | +54.1% | +59.3% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling