+697.0%
WMT vs SSNC
+1,021.3%
-324.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -0.2% | -3.9% | +3.6% | +0.4% |
| 30D | -5.8% | -0.2% | -5.7% | -5.8% |
| 3M | -10.8% | +15.9% | -26.7% | -12.9% |
| 6M | -14.3% | +7.5% | -21.8% | -15.5% |
| YTD | -4.4% | -8.2% | +3.8% | -3.6% |
| 1Y | +4.3% | -9.3% | +13.7% | +5.3% |
| 3Y | +100.1% | +48.5% | +51.6% | +86.4% |
| 5Y | +130.8% | +16.0% | +114.8% | +121.1% |
| 10Y | +433.7% | +169.2% | +264.6% | +344.8% |
| All | +697.0% | +1,021.3% | -324.3% | +432.0% |
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