+1,100.6%
WPM vs SSNC
+1,037.0%
+63.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.8% |
| 7D | +7.0% | -1.8% | +8.8% | +7.4% |
| 30D | +15.7% | +1.9% | +13.8% | +15.4% |
| 3M | +35.2% | +18.4% | +16.8% | +30.9% |
| 6M | +6.1% | +7.0% | -0.9% | +4.4% |
| YTD | +32.6% | -6.9% | +39.5% | +33.5% |
| 1Y | +46.9% | -8.2% | +55.1% | +48.2% |
| 3Y | +276.3% | +50.5% | +225.8% | +244.6% |
| 5Y | +260.0% | +17.4% | +242.6% | +240.1% |
| 10Y | +508.5% | +164.9% | +343.6% | +384.3% |
| All | +1,100.6% | +1,037.0% | +63.6% | +510.9% |
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 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