+1,113.4%
WWD vs SSNC
+1,082.2%
+31.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.2% | +1.7% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -7.2% | +6.0% | -13.2% | -10.2% |
| 3M | -3.8% | +21.0% | -24.8% | -14.2% |
| 6M | -9.9% | +12.1% | -22.0% | -16.6% |
| YTD | +14.8% | -3.2% | +18.1% | +13.7% |
| 1Y | +42.1% | -4.4% | +46.4% | +41.3% |
| 3Y | +170.8% | +51.6% | +119.2% | +104.6% |
| 5Y | +197.5% | +21.1% | +176.4% | +150.5% |
| 10Y | +477.8% | +177.7% | +300.1% | +199.8% |
| All | +1,113.4% | +1,082.2% | +31.2% | +132.0% |
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