+623.6%
SEI vs WST
+348.6%
+275.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -10.8% | +1.4% | -12.2% | -10.9% |
| 30D | -19.0% | +12.7% | -31.7% | -20.9% |
| 3M | +5.8% | +17.2% | -11.4% | +2.2% |
| 6M | -14.9% | +26.7% | -41.5% | -19.2% |
| YTD | +35.4% | +50.3% | -14.9% | +23.3% |
| 1Y | +23.9% | +50.2% | -26.3% | +12.8% |
| 3Y | +661.3% | +21.7% | +639.6% | +576.7% |
| 5Y | +822.2% | +2.0% | +820.2% | +724.1% |
| All | +623.6% | +348.6% | +275.0% | +227.3% |
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