+135.9%
WMT vs SSNC
+19.2%
+116.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | 0.0% | -4.0% | +4.0% | +0.8% |
| 30D | -7.4% | +0.5% | -7.9% | -7.5% |
| 3M | -10.9% | +18.9% | -29.8% | -13.7% |
| 6M | -12.7% | +10.8% | -23.5% | -14.5% |
| YTD | -3.2% | -7.1% | +3.9% | -2.0% |
| 1Y | +5.3% | -9.6% | +14.9% | +7.1% |
| 3Y | +101.9% | +51.1% | +50.8% | +83.9% |
| All | +135.9% | +19.2% | +116.7% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling