+591.3%
SEI vs GWRE
+50.1%
+541.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +22.6% | -13.2% | +35.8% | +22.3% |
| 30D | +9.1% | -18.6% | +27.7% | +8.5% |
| 3M | -11.3% | +18.9% | -30.2% | -15.4% |
| 6M | +22.0% | -11.0% | +33.0% | +21.5% |
| YTD | +47.3% | -29.9% | +77.2% | +55.7% |
| 1Y | +124.8% | -44.3% | +169.1% | +155.1% |
| 3Y | +591.3% | +51.7% | +539.6% | +494.0% |
| All | +591.3% | +50.1% | +541.2% | +494.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling