+693.6%
WMB vs SSNC
+1,000.8%
-307.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -6.7% | -4.5% | -2.2% | -4.8% |
| 30D | -8.6% | -3.9% | -4.7% | -7.4% |
| 3M | -4.9% | -1.3% | -3.6% | -5.1% |
| 6M | -6.3% | +14.1% | -20.4% | -13.1% |
| YTD | +13.0% | -9.9% | +22.9% | +14.9% |
| 1Y | +14.9% | -6.2% | +21.1% | +14.8% |
| 3Y | +113.4% | +56.1% | +57.3% | +65.8% |
| 5Y | +190.2% | +5.4% | +184.8% | +164.3% |
| 10Y | +259.9% | +172.3% | +87.6% | +97.0% |
| All | +693.6% | +1,000.8% | -307.2% | +137.8% |
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