-16.3%
AWK vs SEI
+999.8%
-1,016.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.1% | -6.6% | -1.4% |
| 7D | -2.1% | +22.6% | -24.7% | -1.4% |
| 30D | +2.1% | +9.1% | -7.0% | +2.4% |
| 3M | +11.4% | -11.3% | +22.7% | +11.4% |
| 6M | +3.9% | +22.0% | -18.1% | +4.9% |
| YTD | +7.7% | +47.3% | -39.6% | +9.4% |
| 1Y | +1.3% | +124.8% | -123.5% | +3.7% |
| 3Y | +7.2% | +591.3% | -584.1% | +4.9% |
| All | -16.3% | +999.8% | -1,016.1% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling