+18.9%
SEI vs WSM
+20.4%
-1.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.7% | -3.5% | -4.7% |
| 7D | +20.7% | +0.4% | +20.2% | +20.6% |
| 30D | +9.1% | -10.7% | +19.8% | +12.2% |
| 3M | -6.0% | +8.5% | -14.5% | -8.1% |
| 6M | +18.9% | +19.6% | -0.7% | +11.6% |
| All | +18.9% | +20.4% | -1.5% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling