+482.1%
WWD vs SSNC
+173.6%
+308.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.4% |
| 7D | -2.6% | -4.0% | +1.5% | -0.4% |
| 30D | -6.9% | +0.5% | -7.5% | -7.4% |
| 3M | -13.0% | +18.9% | -32.0% | -21.9% |
| 6M | -12.5% | +10.8% | -23.3% | -18.6% |
| YTD | +11.8% | -7.1% | +19.0% | +13.6% |
| 1Y | +41.1% | -9.6% | +50.7% | +45.3% |
| 3Y | +163.1% | +51.1% | +112.0% | +95.3% |
| 5Y | +187.6% | +19.7% | +168.0% | +141.0% |
| All | +482.1% | +173.6% | +308.6% | +235.3% |
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