+646.6%
SEI vs NWSA
+160.5%
+486.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.9% | +18.2% | +17.2% |
| 7D | +28.8% | -2.6% | +31.5% | +30.3% |
| 30D | +10.4% | +4.6% | +5.8% | +7.4% |
| 3M | -11.4% | +10.2% | -21.6% | -17.7% |
| 6M | +31.2% | +21.6% | +9.6% | +14.2% |
| YTD | +39.7% | +14.6% | +25.1% | +24.5% |
| 1Y | +149.0% | +0.4% | +148.6% | +138.0% |
| 3Y | +560.2% | +45.0% | +515.2% | +405.7% |
| 5Y | +955.7% | +41.3% | +914.4% | +685.5% |
| All | +646.6% | +160.5% | +486.0% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling