+336.1%
WST vs SSNC
+173.6%
+162.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | 0.0% |
| 7D | +1.8% | -4.0% | +5.9% | +3.3% |
| 30D | -1.7% | +0.5% | -2.2% | -2.0% |
| 3M | +4.9% | +18.9% | -14.0% | -2.4% |
| 6M | +45.5% | +10.8% | +34.7% | +38.7% |
| YTD | +26.1% | -7.1% | +33.3% | +28.3% |
| 1Y | +31.7% | -9.6% | +41.3% | +35.0% |
| 3Y | -12.1% | +51.1% | -63.1% | -26.6% |
| 5Y | -23.6% | +19.7% | -43.2% | -31.5% |
| All | +336.1% | +173.6% | +162.5% | +227.1% |
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 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