-7.4%
EW vs SEI
+864.7%
-872.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +1.7% |
| 7D | +6.5% | +12.4% | -5.9% | +6.4% |
| 30D | +22.5% | -18.3% | +40.7% | +22.6% |
| 3M | +13.0% | +10.4% | +2.5% | +12.6% |
| 6M | +37.1% | -12.9% | +50.0% | +36.9% |
| YTD | +24.1% | +41.8% | -17.7% | +22.7% |
| 1Y | +24.2% | +30.3% | -6.0% | +22.9% |
| 3Y | +64.8% | +697.3% | -632.6% | +53.9% |
| 5Y | -7.4% | +877.0% | -884.4% | -15.7% |
| All | -7.4% | +864.7% | -872.1% | -15.7% |
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