+542.0%
SEI vs WST
+269.7%
+272.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.6% |
| 7D | +10.2% | +0.7% | +9.5% | +10.1% |
| 30D | -1.0% | -3.1% | +2.1% | -0.3% |
| 3M | -27.9% | +7.2% | -35.1% | -29.0% |
| 6M | +10.4% | +36.8% | -26.4% | +2.6% |
| YTD | +20.1% | +23.8% | -3.7% | +14.0% |
| 1Y | +109.7% | +37.8% | +72.0% | +94.5% |
| 3Y | +458.6% | -15.9% | +474.5% | +440.7% |
| 5Y | +775.3% | -25.8% | +801.1% | +742.0% |
| All | +542.0% | +269.7% | +272.3% | +202.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling