-24.0%
WST vs SSNC
+14.9%
-38.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +0.4% | -6.7% | +7.2% | +3.5% |
| 30D | -2.0% | -0.8% | -1.2% | -1.8% |
| 3M | +4.1% | +16.1% | -12.0% | -3.7% |
| 6M | +47.4% | +7.9% | +39.5% | +40.9% |
| YTD | +25.4% | -8.7% | +34.1% | +30.3% |
| 1Y | +35.3% | -9.5% | +44.8% | +40.9% |
| 3Y | -11.7% | +47.7% | -59.4% | -32.0% |
| 5Y | -24.0% | +17.6% | -41.7% | -35.5% |
| All | -24.0% | +14.9% | -38.9% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling