+451.5%
WST vs SSNC
+186.8%
+264.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | +12.4% | -1.9% | +14.3% | +12.9% |
| 3M | +17.6% | -0.2% | +17.7% | +17.2% |
| 6M | +28.3% | +19.4% | +8.9% | +18.6% |
| YTD | +50.5% | -8.1% | +58.6% | +53.3% |
| 1Y | +49.4% | -5.3% | +54.7% | +50.4% |
| 3Y | +21.9% | +56.9% | -35.0% | -0.1% |
| 5Y | +0.4% | +8.0% | -7.7% | -7.4% |
| 10Y | +451.5% | +183.6% | +267.9% | +328.2% |
| All | +451.5% | +186.8% | +264.7% | +328.2% |
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