+149.0%
WMB vs SSNC
+51.8%
+97.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.8% | +6.1% | +2.8% |
| 7D | +0.8% | -1.8% | +2.6% | +1.0% |
| 30D | +7.7% | +1.9% | +5.8% | +7.3% |
| 3M | +6.7% | +18.4% | -11.7% | +3.7% |
| 6M | +3.6% | +7.0% | -3.3% | +3.0% |
| YTD | +28.0% | -6.9% | +34.9% | +32.2% |
| 1Y | +37.6% | -8.2% | +45.8% | +42.8% |
| 3Y | +149.0% | +50.5% | +98.5% | +121.3% |
| All | +149.0% | +51.8% | +97.2% | +121.3% |
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 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