+525.4%
WPM vs SSNC
+173.6%
+351.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -0.6% | -4.0% | +3.5% | +0.2% |
| 30D | +14.4% | +0.5% | +13.9% | +14.3% |
| 3M | +37.0% | +18.9% | +18.1% | +32.5% |
| 6M | +4.1% | +10.8% | -6.7% | +1.9% |
| YTD | +31.7% | -7.1% | +38.9% | +32.9% |
| 1Y | +44.2% | -9.6% | +53.8% | +46.0% |
| 3Y | +265.5% | +51.1% | +214.4% | +233.5% |
| 5Y | +262.5% | +19.7% | +242.8% | +238.7% |
| All | +525.4% | +173.6% | +351.8% | +363.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling