+560.2%
SEI vs WST
-15.5%
+575.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -0.7% | +16.9% | +16.4% |
| 7D | +28.8% | -0.3% | +29.1% | +28.9% |
| 30D | +10.4% | -4.6% | +15.0% | +11.3% |
| 3M | -11.4% | +5.7% | -17.1% | -12.3% |
| 6M | +31.2% | +37.6% | -6.4% | +23.5% |
| YTD | +39.7% | +23.0% | +16.7% | +33.8% |
| 1Y | +149.0% | +33.8% | +115.1% | +135.4% |
| 3Y | +560.2% | -13.4% | +573.5% | +489.9% |
| All | +560.2% | -15.5% | +575.7% | +489.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling