+8.2%
SEI vs GWRE
-24.5%
+32.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +5.9% | -22.9% | -14.7% |
| 7D | -16.4% | +2.2% | -18.6% | -15.2% |
| 30D | -22.9% | +4.5% | -27.4% | -20.7% |
| 3M | -0.3% | +6.4% | -6.7% | +5.9% |
| 6M | -22.3% | +18.8% | -41.2% | -11.9% |
| YTD | +26.2% | -15.1% | +41.3% | +42.1% |
| 1Y | +8.2% | -23.4% | +31.6% | +29.0% |
| All | +8.2% | -24.5% | +32.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling