+686.9%
SEI vs NWSA
+158.1%
+528.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.0% |
| 7D | +22.6% | -2.8% | +25.4% | +24.2% |
| 30D | +9.1% | +3.0% | +6.1% | +7.0% |
| 3M | -11.3% | +12.3% | -23.7% | -18.4% |
| 6M | +22.0% | +21.9% | +0.2% | +6.2% |
| YTD | +47.3% | +13.6% | +33.7% | +31.9% |
| 1Y | +124.8% | +0.5% | +124.3% | +114.8% |
| 3Y | +591.3% | +43.8% | +547.5% | +431.8% |
| 5Y | +1,008.2% | +41.2% | +967.0% | +723.9% |
| All | +686.9% | +158.1% | +528.9% | +257.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling