+779.2%
WMB vs SSNC
+1,082.2%
-303.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.6% | +0.6% | -0.1% | +0.2% |
| 30D | +3.3% | +6.0% | -2.8% | +0.6% |
| 3M | +3.1% | +21.0% | -17.8% | -5.8% |
| 6M | -0.7% | +12.1% | -12.8% | -6.9% |
| YTD | +25.2% | -3.2% | +28.4% | +24.3% |
| 1Y | +32.9% | -4.4% | +37.2% | +32.2% |
| 3Y | +140.6% | +51.6% | +88.9% | +90.9% |
| 5Y | +273.5% | +21.1% | +252.4% | +220.8% |
| 10Y | +334.2% | +177.7% | +156.5% | +137.6% |
| All | +779.2% | +1,082.2% | -303.1% | +157.1% |
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