+648.8%
SEI vs WST
+274.4%
+374.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -5.7% |
| 7D | +20.7% | +0.4% | +20.2% | +20.5% |
| 30D | +9.1% | -2.0% | +11.1% | +9.6% |
| 3M | -6.0% | +4.1% | -10.1% | -6.8% |
| 6M | +18.9% | +47.4% | -28.5% | +9.0% |
| YTD | +40.1% | +25.4% | +14.7% | +32.6% |
| 1Y | +120.6% | +35.3% | +85.3% | +105.2% |
| 3Y | +562.1% | -11.7% | +573.8% | +533.2% |
| 5Y | +954.5% | -24.0% | +978.5% | +907.8% |
| All | +648.8% | +274.4% | +374.4% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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