+4.7%
WY vs SSNC
+173.6%
-168.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | -4.2% | -4.0% | -0.1% | -2.0% |
| 30D | -10.1% | +0.5% | -10.6% | -10.5% |
| 3M | -8.5% | +18.9% | -27.4% | -17.8% |
| 6M | -3.3% | +10.8% | -14.2% | -10.2% |
| YTD | -4.4% | -7.1% | +2.7% | -2.5% |
| 1Y | -11.5% | -9.6% | -1.9% | -8.5% |
| 3Y | -24.3% | +51.1% | -75.4% | -43.7% |
| 5Y | -21.3% | +19.7% | -41.0% | -33.8% |
| All | +4.7% | +173.6% | -168.9% | -38.8% |
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