+139.5%
ITW vs SEI
+647.2%
-507.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -2.4% |
| 7D | -1.9% | +28.2% | -30.1% | -4.7% |
| 30D | -10.4% | +15.5% | -25.8% | -12.1% |
| 3M | +3.5% | -1.4% | +4.9% | +2.5% |
| 6M | -3.4% | +37.4% | -40.8% | -8.8% |
| YTD | +8.5% | +47.8% | -39.3% | +0.8% |
| 1Y | +3.2% | +174.3% | -171.1% | -12.8% |
| 3Y | +18.9% | +598.5% | -579.6% | -20.7% |
| 5Y | +35.0% | +1,026.2% | -991.2% | -22.3% |
| All | +139.5% | +647.2% | -507.7% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling