+646.6%
SEI vs BWA
+108.5%
+538.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.9% | +18.2% | +17.3% |
| 7D | +28.8% | +4.3% | +24.6% | +25.8% |
| 30D | +10.4% | -2.9% | +13.3% | +12.1% |
| 3M | -11.4% | -12.4% | +1.0% | -4.6% |
| 6M | +31.2% | +28.6% | +2.6% | +14.5% |
| YTD | +39.7% | +48.2% | -8.5% | +9.7% |
| 1Y | +149.0% | +50.9% | +98.0% | +93.5% |
| 3Y | +560.2% | +72.2% | +488.0% | +356.4% |
| 5Y | +955.7% | +91.1% | +864.6% | +562.9% |
| All | +646.6% | +108.5% | +538.1% | +310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling