+954.7%
SEI vs WSM
+175.3%
+779.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.8% |
| 7D | +22.6% | -0.5% | +23.1% | +22.8% |
| 30D | +9.1% | -7.7% | +16.8% | +11.5% |
| 3M | -11.3% | +3.8% | -15.1% | -12.4% |
| 6M | +22.0% | +22.7% | -0.7% | +15.1% |
| YTD | +47.3% | +28.0% | +19.3% | +37.9% |
| 1Y | +124.8% | +12.7% | +112.0% | +116.4% |
| 3Y | +591.3% | +231.3% | +360.0% | +410.5% |
| All | +954.7% | +175.3% | +779.4% | +680.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling