+557.7%
SEI vs BWA
+68.2%
+489.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.5% |
| 7D | +20.7% | -0.1% | +20.7% | +20.4% |
| 30D | +9.1% | -5.5% | +14.6% | +11.9% |
| 3M | -6.0% | -7.6% | +1.6% | -2.5% |
| 6M | +18.9% | +25.0% | -6.0% | +8.6% |
| YTD | +40.1% | +47.0% | -6.8% | +15.5% |
| 1Y | +120.6% | +54.0% | +66.6% | +77.9% |
| All | +557.7% | +68.2% | +489.5% | +340.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling