+116.6%
AWK vs SEI
+644.4%
-527.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.6% |
| 7D | -2.1% | +22.6% | -24.7% | -2.3% |
| 30D | +2.1% | +9.1% | -7.0% | +2.0% |
| 3M | +11.4% | -11.3% | +22.7% | +11.5% |
| 6M | +3.9% | +22.0% | -18.1% | +3.4% |
| YTD | +7.7% | +47.3% | -39.6% | +6.7% |
| 1Y | +1.3% | +124.8% | -123.5% | -0.8% |
| 3Y | +7.2% | +591.3% | -584.1% | -4.2% |
| 5Y | -17.0% | +1,008.2% | -1,025.2% | -29.4% |
| All | +116.6% | +644.4% | -527.8% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling