+124.8%
SEI vs GWRE
-44.7%
+169.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.3% |
| 7D | +22.6% | -13.2% | +35.8% | +18.0% |
| 30D | +9.1% | -18.6% | +27.7% | +4.6% |
| 3M | -11.3% | +18.9% | -30.2% | -7.6% |
| 6M | +22.0% | -11.0% | +33.0% | +27.0% |
| YTD | +47.3% | -29.9% | +77.2% | +59.3% |
| 1Y | +124.8% | -44.3% | +169.1% | +175.5% |
| All | +124.8% | -44.7% | +169.4% | +175.5% |
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