+271.8%
WPM vs SSNC
+47.5%
+224.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.4% | +1.3% |
| 7D | +3.9% | -3.9% | +7.8% | +4.5% |
| 30D | +17.7% | -0.2% | +17.9% | +17.8% |
| 3M | +39.4% | +15.9% | +23.5% | +36.2% |
| 6M | +6.4% | +7.5% | -1.0% | +5.3% |
| YTD | +34.0% | -8.2% | +42.2% | +36.7% |
| 1Y | +50.5% | -9.3% | +59.9% | +54.3% |
| All | +271.8% | +47.5% | +224.2% | +238.1% |
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