+99.2%
WMT vs SSNC
+46.7%
+52.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -2.5% | -6.7% | +4.3% | -1.3% |
| 30D | -6.4% | -0.8% | -5.6% | -6.3% |
| 3M | -12.1% | +16.1% | -28.2% | -14.4% |
| 6M | -15.0% | +7.9% | -22.9% | -16.2% |
| YTD | -4.5% | -8.7% | +4.2% | -2.5% |
| 1Y | +6.2% | -9.5% | +15.7% | +8.6% |
| All | +99.2% | +46.7% | +52.4% | +84.3% |
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