+120.8%
AWK vs SEI
+606.2%
-485.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +16.3% | -16.5% | -0.3% |
| 7D | +2.2% | +28.8% | -26.7% | +2.0% |
| 30D | +4.4% | +10.4% | -5.9% | +4.3% |
| 3M | +15.4% | -11.4% | +26.8% | +15.4% |
| 6M | +3.5% | +31.2% | -27.7% | +2.8% |
| YTD | +9.8% | +39.7% | -29.9% | +8.8% |
| 1Y | +3.0% | +149.0% | -146.0% | +0.4% |
| 3Y | +9.7% | +560.2% | -550.5% | -2.0% |
| 5Y | -17.2% | +955.7% | -972.8% | -29.5% |
| All | +120.8% | +606.2% | -485.4% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SEI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling