+1,720.0%
WST vs SSNC
+1,082.2%
+637.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | -3.1% | +6.0% | -9.2% | -5.2% |
| 3M | +7.2% | +21.0% | -13.8% | -0.7% |
| 6M | +36.8% | +12.1% | +24.7% | +30.0% |
| YTD | +23.8% | -3.2% | +27.1% | +23.9% |
| 1Y | +37.8% | -4.4% | +42.1% | +38.1% |
| 3Y | -15.9% | +51.6% | -67.5% | -29.5% |
| 5Y | -25.8% | +21.1% | -46.9% | -33.2% |
| 10Y | +319.6% | +177.7% | +141.9% | +171.4% |
| All | +1,720.0% | +1,082.2% | +637.8% | +563.5% |
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 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