+37.4%
SEI vs WCN
-4.1%
+41.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.2% | +7.0% | +4.5% |
| 7D | +28.2% | -1.7% | +30.0% | +26.0% |
| 30D | +15.5% | -3.0% | +18.5% | +12.1% |
| 3M | -1.4% | +2.5% | -3.9% | +0.2% |
| 6M | +37.4% | -5.7% | +43.1% | +24.9% |
| All | +37.4% | -4.1% | +41.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 6mo: compounded portfolio wealth divided by compounded WCN 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…
6mo analysis · Full analysis span regression · 6 months rolling