+143.3%
ITW vs SEI
+644.4%
-501.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.6% |
| 7D | -0.7% | +22.6% | -23.3% | -3.1% |
| 30D | -8.3% | +9.1% | -17.4% | -9.5% |
| 3M | +6.0% | -11.3% | +17.4% | +6.3% |
| 6M | 0.0% | +22.0% | -22.0% | -4.2% |
| YTD | +10.2% | +47.3% | -37.0% | +2.4% |
| 1Y | +3.2% | +124.8% | -121.5% | -10.4% |
| 3Y | +21.0% | +591.3% | -570.3% | -19.2% |
| 5Y | +37.9% | +1,008.2% | -970.3% | -20.5% |
| All | +143.3% | +644.4% | -501.1% | +35.7% |
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 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