+434.3%
SEI vs TW
+206.7%
+227.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.3% |
| 7D | +22.6% | -4.5% | +27.1% | +23.6% |
| 30D | +9.1% | -2.3% | +11.4% | +9.3% |
| 3M | -11.3% | +2.6% | -13.9% | -13.3% |
| 6M | +22.0% | -17.5% | +39.6% | +26.1% |
| YTD | +47.3% | -5.3% | +52.6% | +45.0% |
| 1Y | +124.8% | -14.8% | +139.5% | +128.0% |
| 3Y | +591.3% | +18.8% | +572.4% | +532.2% |
| 5Y | +1,008.2% | +20.7% | +987.5% | +880.9% |
| All | +434.3% | +206.7% | +227.6% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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