Clearwater Analytics for Portfolio Performance

Highly customizable performance analytics and reporting

See your portfolio performance with greater depth than ever before with flexible and comprehensive performance analysis, with calculations including performance contribution and attribution analysis, risk-adjusted ratios, stress tests, and VaR. Create your own classifications for attribution analysis and the ability to create custom ratios for real-time calculation. Plus you get full transparency into the underlying calculations.

Platform Features

Intelligent Performance Insights

Confidently describe your investment process with risk and performance metrics tailored to your objectives and strategy.

Security-Level Attribution and Indexes

Advanced attribution allows you to isolate and compare specific assets, asset classes, or other segments of your portfolio holdings with a high level of customization to tailor your views with your specific asset classes in mind.

Custom Benchmarking

Understand all possibilities by benchmarking against models, other portfolios, market indexes, or custom benchmarks down to the security level. Dynamic weighting ensures the portfolio is managed for any drift from the target allocation or benchmark when needed, and benchmarks can be further customized at the security level – allowing for adjustment when needed to better match to targets.

Contribution to Return and Risk

Evaluate contribution to return and risk, including volatility, tracking error, and other risk metrics that allow for visibility into where risk is matched with respect to the benchmark. Additional measures such as factor exposure, drawdown, and active share can be used where applicable by asset class. Custom calculations can be added using the flexible no-code interface.

Performance Book of Record

Gain visibility into returns across all your asset classes, including complex alternative assets, with a best-in-class performance book of record. Return types supported include time-weighted, money-weighted (IRR), and notional returns.

Web-Based Dashboards

Receive real-time alerts and ongoing assessment of investments against your performance goals with web-based dashboards and reports. Custom reporting widgets can also be added to dashboards or downloadable statements.

Support for Alternative Asset Types

Complex instruments are fully supported with calculation for levered and notional returns. Specific alternative measures like Investment Multiple (TVPI), Realization Multiple (DPI), and RVPI are available to provide clarity over the effectiveness of the instrument as a component of the overall return. This allows your team to be more accurate than ever.

Take your portfolio performance analysis deeper with Clearwater Analytics.