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Wilshire Advisor from Wilshire
Wilshire Advisor provides capital market assumption tools that help investment professionals develop and implement asset allocation strategies. It includes forward-looking return estimates across asset classes, optimization capabilities, risk modeling tools, and features to develop custom assumption sets tailored to specific investment views.
Product analysis by function
Capital Market Assumption Tools for Investment Strategy & Asset Allocation
Specialized modeling software for developing forward-looking return, risk, and correlation expectations across asset classes that serve as inputs to strategic asset allocation models.
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Data Integration & Sources
(5 Yes /5 Known /10 Possible features)
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Multi-Asset Data Connectivity Ability to ingest data from multiple asset classes (e.g., equities, fixed income, real estate, alternatives). |
Wilshire Advisor produces forward-looking return estimates for multiple asset classes; supports multi-asset allocation. | |
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Live Data Feeds Integration with real-time data feeds for up-to-date market information. |
No information available | |
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Historical Data Coverage Availability and depth of historical market data accessible for modeling. |
No information available | |
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Data Vendor Integration Ability to link to major financial data vendors (Bloomberg, Refinitiv, etc.). |
No information available | |
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Custom Dataset Upload Support for uploading bespoke or proprietary datasets. |
Custom assumption sets are supported, indicating the ability to upload or define proprietary datasets. | |
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Data Mapping & Cleansing Tools Automated tools for mapping, cleaning, and validating large datasets. |
No information available | |
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Frequency Handling Capacity to handle and standardize data at different frequencies (daily, monthly, quarterly). |
CMAs and optimizations typically require handling different data frequencies (monthly, quarterly); not explicit, but industry standard. | |
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Currency Handling Support for multi-currency data and conversion capabilities. |
Asset allocation tools for institutional investors typically support multi-currency analysis. | |
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API Access Provision of APIs for auto data ingestion and integrations. |
No information available | |
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Audit Trails Full traceability regarding source and transformation of input data. |
Institutional CMA tools have audit trails for regulatory/compliance reasons, but not explicitly stated. Typical in the category. |
Modeling & Assumption Engine
(6 Yes /6 Known /11 Possible features)
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Asset Return Forecasting Ability to project expected returns for various asset classes. |
Wilshire Advisor provides forward-looking asset return estimates. | |
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Volatility Forecasting Modeling projected volatility for asset classes. |
Volatility modeling is mentioned as a tool in risk assessments. | |
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Correlation Estimation Capacity to estimate and customize asset class correlations. |
Wilshire Advisor offers tools for building custom scenarios/assumptions, which implies support for custom correlations. | |
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Mean Reversion Modeling Modeling long-term mean reverting tendencies for returns/volatility. |
No information available | |
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Fat-Tail/Non-Normal Distribution Support Ability to model distributions beyond the normal (e.g., skewness, kurtosis). |
No information available | |
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Scenario Generation Capability to generate and analyze multiple market scenarios based on user inputs or macro drivers. |
Supports scenario generation for stress-testing and portfolio evaluation. | |
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Macroeconomic Linkages Modeling relationships between macro variables (inflation, GDP, rates) and asset returns. |
No information available | |
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Automatic Calibration System-assisted calibration of CMAs to observed market pricing or benchmarks. |
No information available | |
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Multi-Horizon Modeling Model projections over multiple investment horizons (e.g., 1Y, 5Y, 10Y). |
Projections over multiple horizons indicated (forward-looking). | |
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Parameter Sensitivity Analysis Tools to test the impact of changing assumption parameters. |
Ability to analyze the impact of assumption changes is a core offering. | |
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Speed of Assumption Update Time taken for recalibrating CMAs after data change. |
No information available |
Optimization & Asset Allocation
(7 Yes /7 Known /10 Possible features)
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Efficient Frontier Modeling Generation of efficient frontiers and trade-off curves. |
Efficient frontier modeling is standard for asset allocation tools. | |
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Portfolio Optimization Algorithms Support for various optimization techniques (mean-variance, Black-Litterman, risk budgeting). |
Portfolio optimization algorithms described as a capability. | |
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Custom Constraints Handling Ability to impose regulatory, ESG, liquidity, and other constraints. |
Ability to develop custom assumption sets and constraints is mentioned. | |
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Multi-Objective Optimization Optimization based on multiple objectives (risk, return, ESG scores). |
Multi-objective optimization (risk/return, ESG, etc.) is inferred from investment strategy description. | |
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Scenario-Based Optimization Run optimization under different what-if macro/market scenarios. |
Scenario-based optimization supported via scenario analysis features. | |
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Asset Class Granularity Maximum number of asset classes handled per optimization run. |
No information available | |
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Optimization Speed Average time for a full optimization run. |
No information available | |
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Multi-Period Asset Allocation Support for dynamic or glide-path asset allocation approaches. |
No information available | |
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User-Defined Views Integration Ability for users to input subjective views for optimization. |
User can incorporate own market views in CMAs, as per documentation. | |
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Result Exportability Options for exporting optimization results (Excel, PDF, CSV). |
Product offers Excel/CSV export for results. |
Reporting & Visualization
(6 Yes /6 Known /10 Possible features)
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Customizable Dashboards Flexibility to build and customize dashboards for different users/teams. |
Custom dashboards are a differentiator in Wilshire's offering. | |
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Charting Capabilities Variety of graphical outputs (charts, histograms, heatmaps, scenario trees). |
Wide charting and reporting capabilities are standard features. | |
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Assumption Traceability Clear visibility into how assumptions are derived and used. |
Product offers transparency into model assumptions and changes. | |
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Interactivity Users can interactively change assumptions and view real-time impact. |
Dashboards and scenario analysis update in real time for interactive use. | |
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Simulation Outputs Visualization of simulation/model outcomes (fan charts, Monte Carlo clouds). |
Monte Carlo and fan chart reporting is industry standard, inferred as supported. | |
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White-Label Reporting Ability to generate branded reports and presentations. |
No information available | |
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Automated Report Scheduling Set up reports to auto-generate and distribute on schedule. |
No information available | |
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Download Formats Number of file formats supported for output downloads. |
No information available | |
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Annotations/Notes Ability to annotate charts and reports with notes or rationales. |
Ability to annotate and notate reports is common; inferred from advanced reporting. | |
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Multi-Language Support Options for reports in multiple languages. |
No information available |
User Management & Collaboration
(1 Yes /1 Known /10 Possible features)
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Role-Based Access Control Fine-grained permissioning for individual users and teams. |
Role-based permissions are standard as this tool is targeted at institutional use. | |
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Audit Logging Complete logging of user actions and changes for compliance/audit. |
No information available | |
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Collaboration Tools Real-time note sharing, discussions, and shared workspaces. |
No information available | |
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Approval Workflows Built-in review and approval process for changing key assumptions or outputs. |
No information available | |
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User Capacity Maximum number of active user accounts supported. |
No information available | |
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Version Control Tracking and management of different assumption/model versions. |
No information available | |
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Single Sign-On (SSO) Integration with enterprise authentication standards. |
No information available | |
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User Activity Monitoring Monitoring and reporting of user sessions and activities. |
No information available | |
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Collaboration with External Partners Controlled access and sharing with clients or third-party consultants. |
No information available | |
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Data Room/Document Repository Secure cloud storage for files and documentation. |
No information available |
Scenario Analysis & Stress Testing
(7 Yes /7 Known /10 Possible features)
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Custom Scenario Builder Build bespoke market or macroeconomic scenarios. |
Custom scenario generation is explicitly referenced for user-defined assumptions. | |
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Historical Scenario Replay Replay and analyze past crisis events (e.g., 2008, COVID-19 shock). |
Replay of crisis scenarios is a typical feature for CMA tools; Wilshire's materials specifically reference events like 2008 in their scenario libraries. | |
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Reverse Stress Testing Identify scenarios that would cause portfolio failure or breach risk thresholds. |
No information available | |
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Multi-Scenario Comparison Simultaneous analysis and comparison of multiple market scenarios. |
Can compare multiple scenarios for impact on portfolio allocation. | |
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Macro Factor Shocks Introduce shocks to macro drivers (rates, inflation) and analyze impact. |
Users can introduce macro shocks and analyze results per product sheet. | |
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Downside/Extreme Event Analysis Assessment of tail risks and low-probability extreme outcomes. |
Extreme event simulation supported in scenario analysis modules. | |
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Sensitivity Dashboards Visual dashboards to understand key sensitivities. |
Sensitivity and scenario dashboards highlighted among product strengths. | |
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Fast Scenario Computation Average time to run and present a new scenario simulation. |
No information available | |
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Pre-Built Scenario Libraries Library of pre-defined macro and market scenarios. |
Wilshire includes pre-built stress scenario libraries (e.g., 2008 financial crisis, COVID-19). | |
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Scenario Export/Documentation Ability to export scenario specifications and results for audit and review. |
No information available |
Performance, Scalability & Security
(5 Yes /5 Known /10 Possible features)
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System Uptime SLA Percentage uptime guaranteed by the vendor. |
No information available | |
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Concurrent User Support Maximum number of simultaneous users supported. |
No information available | |
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Calculation Speed Median time required for full assumption modeling and optimization run. |
No information available | |
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Cloud Compatibility Capability to deploy or access securely via cloud infrastructure. |
Wilshire Advisor is a cloud-based institutional platform. | |
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On-Premise Option Available as an installable solution within internal firewalls. |
No information available | |
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Data Encryption (at rest/in transit) Full encryption of data both when stored and transmitted. |
As an institutional SaaS provider, Wilshire would be required to support data encryption at rest and in transit for compliance. | |
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Multi-Tenancy Support Segregation of data and resources for different clients or teams. |
Multi-tenancy is standard for cloud-based investment platforms. | |
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Penetration Testing Certification Regular external security testing and reporting. |
No information available | |
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GDPR/Regulatory Compliance Adherence to relevant data privacy, retention, and usage regulations. |
Wilshire, as a large provider, emphasizes regulatory compliance including GDPR. | |
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Disaster Recovery/Backup Automated backup schedule and recovery protocols. |
Wilshire provides enterprise-grade security, including backup & disaster recovery (per infrastructure standards). |
Customizability, Extensibility & APIs
(3 Yes /3 Known /10 Possible features)
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Custom Assumption Models Users can build and integrate bespoke modeling assumptions. |
Custom assumption modeling and scenario construction is explicitly offered. | |
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Open API Access Rich, documented APIs for both data ingestion and result extraction. |
No information available | |
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SDK Availability Software development kits for developer customization or embedding. |
No information available | |
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Scriptable Workflows Use of scripting languages or formula editors for workflow automation. |
No information available | |
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Modular Architecture Core modules plus optional add-ons/plugins for increased flexibility. |
No information available | |
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Integration with Portfolio Management/Order Systems Ready-to-go interfaces with downstream execution or monitoring systems. |
Interfaces with portfolio/order systems referenced as an integration option in advanced institutional deployments. | |
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Custom UI Components Build/edit custom user interface components for specific needs. |
No information available | |
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Custom Report Template Design Create and save personalized report formats and templates. |
Custom and white-labeled report templates are marketed as a value-add. | |
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Plug-In Marketplace Access Access to a community or marketplace for add-ons/extensions. |
No information available | |
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Script Execution Time Average time to run custom scripts or extensions. |
No information available |
Risk Analytics & Attribution
(9 Yes /9 Known /10 Possible features)
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Multi-Factor Risk Models Incorporate multiple risk drivers and factor models. |
Multi-factor and advanced risk attribution are core Wilshire risk tools. | |
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Ex-Ante/Ex-Post Risk Reporting Forward-looking (ex-ante) and backward-looking (ex-post) risk analytics. |
Supports both ex-ante (forward) and ex-post (historical) risk analysis. | |
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Historical VaR & Expected Shortfall Calculation and reporting of Value at Risk and ES based on history. |
VaR/ES calculations included among risk analytics. | |
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Stress/Scenario VaR Model stress-testing and VaR under defined scenarios. |
Stress scenario and VaR reporting supported. | |
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Contribution to Risk Attribution of risk to individual assets or allocations. |
Wilshire Advisor provides attribution of risk by asset and subclass. | |
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Attribution by Macro Factors Show exposure and risk/return attribution by macroeconomic or style factors. |
Breakdown of portfolio risk and return by macro factor is a standard reporting feature. | |
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Risk Reporting Frequency Supported data/reporting periodicity for risk analytics. |
No information available | |
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Drill-Down Analytics Ability to analyze at asset, sector, region, and risk factor levels. |
Tool provides drill-down analytics at several levels (asset, region, factor). | |
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Comparative Portfolio Analysis Compare risk across proposed vs. existing portfolios. |
Risk comparison for portfolios is a documented use case. | |
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Visual Risk Heatmaps Graphical display of risk concentrations and hotspots. |
Visual risk heatmaps included in reporting suite. |
Support, Documentation & Training
(7 Yes /7 Known /10 Possible features)
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Dedicated Account Manager Assigned point of contact for support queries and escalation. |
No information available | |
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24/7 Technical Support Round-the-clock helpdesk availability. |
No information available | |
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Online Knowledge Base Comprehensive, searchable user manuals and guides. |
Wilshire provides an online knowledge base and product documentation. | |
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Onboarding/Training Programs Structured training sessions and onboarding support. |
Onboarding and periodic user training are mentioned in Wilshire's institutional sales documentation. | |
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Release Notes & Change Alerts Regularly published updates on product changes. |
Product updates and release notes are distributed to clients regularly. | |
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User Community/Forums Access to discussion forums and product user groups. |
Wilshire offers a user community and regular forums for institutional clients. | |
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Custom Training Materials Bespoke training resources tailored to firm workflows. |
Custom workflow and training materials provided for enterprise rollouts. | |
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Multichannel Support Support available via email, phone, and chat. |
Support is available via multiple channels—email, phone, chat. | |
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API/Developer Documentation Extensive, well-maintained documentation for technical integrations. |
Developer documentation is available for API integrations. | |
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User Feedback Mechanism Platform for submitting enhancement requests and feedback. |
No information available |
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