+4.2%
ITW vs SEI
+105.8%
-101.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.5% |
| 7D | -3.6% | +10.2% | -13.8% | -3.5% |
| 30D | -9.1% | -1.0% | -8.1% | -9.1% |
| 3M | +8.2% | -27.9% | +36.1% | +8.7% |
| 6M | -4.8% | +10.4% | -15.2% | -4.7% |
| YTD | +11.0% | +20.1% | -9.1% | +11.0% |
| 1Y | +4.2% | +109.7% | -105.5% | +1.5% |
| All | +4.2% | +105.8% | -101.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling