+542.0%
SEI vs BBWI
-35.0%
+577.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +2.7% |
| 7D | +10.2% | +1.5% | +8.7% | +9.8% |
| 30D | -1.0% | -5.2% | +4.2% | -0.3% |
| 3M | -27.9% | +11.1% | -39.0% | -30.6% |
| 6M | +10.4% | -13.4% | +23.8% | +11.5% |
| YTD | +20.1% | +0.1% | +20.0% | +16.1% |
| 1Y | +109.7% | -36.1% | +145.9% | +125.4% |
| 3Y | +458.6% | -44.1% | +502.7% | +497.1% |
| 5Y | +775.3% | -66.2% | +841.5% | +919.2% |
| All | +542.0% | -35.0% | +577.0% | +359.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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