-5.1%
WYNN vs SSNC
+173.6%
-178.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.0% |
| 7D | -4.2% | -4.0% | -0.2% | -1.5% |
| 30D | -14.6% | +0.5% | -15.1% | -15.2% |
| 3M | -18.4% | +18.9% | -37.3% | -28.9% |
| 6M | -11.9% | +10.8% | -22.7% | -19.7% |
| YTD | -26.6% | -7.1% | -19.4% | -24.5% |
| 1Y | -28.5% | -9.6% | -18.9% | -25.5% |
| 3Y | -5.1% | +51.1% | -56.2% | -34.1% |
| 5Y | -10.5% | +19.7% | -30.2% | -26.1% |
| All | -5.1% | +173.6% | -178.7% | -48.6% |
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