+591.3%
SEI vs NWSA
+43.3%
+548.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +22.6% | -2.8% | +25.4% | +23.1% |
| 30D | +9.1% | +3.0% | +6.1% | +8.3% |
| 3M | -11.3% | +12.3% | -23.7% | -14.7% |
| 6M | +22.0% | +21.9% | +0.2% | +12.1% |
| YTD | +47.3% | +13.6% | +33.7% | +39.5% |
| 1Y | +124.8% | +0.5% | +124.3% | +129.3% |
| 3Y | +591.3% | +43.8% | +547.5% | +479.1% |
| All | +591.3% | +43.3% | +548.0% | +479.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling