+877.0%
SEI vs WST
+1.5%
+875.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.7% | +4.7% |
| 7D | +12.4% | +1.0% | +11.4% | +12.4% |
| 30D | -18.3% | +12.3% | -30.6% | -19.9% |
| 3M | +10.4% | +17.5% | -7.1% | +7.1% |
| 6M | -12.9% | +28.2% | -41.1% | -17.0% |
| YTD | +41.8% | +50.4% | -8.6% | +30.4% |
| 1Y | +30.3% | +49.3% | -19.0% | +20.0% |
| 3Y | +697.3% | +21.8% | +675.5% | +607.5% |
| 5Y | +877.0% | +0.3% | +876.6% | +642.1% |
| All | +877.0% | +1.5% | +875.5% | +642.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling