+646.6%
SEI vs WU
-36.5%
+683.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.5% | +18.8% | +17.3% |
| 7D | +28.8% | -0.8% | +29.7% | +29.1% |
| 30D | +10.4% | -1.1% | +11.5% | +10.4% |
| 3M | -11.4% | -1.8% | -9.6% | -13.8% |
| 6M | +31.2% | -23.9% | +55.1% | +42.2% |
| YTD | +39.7% | -20.4% | +60.1% | +46.9% |
| 1Y | +149.0% | -10.6% | +159.5% | +144.6% |
| 3Y | +560.2% | -27.7% | +587.9% | +601.5% |
| 5Y | +955.7% | -51.1% | +1,006.8% | +1,251.2% |
| All | +646.6% | -36.5% | +683.0% | +708.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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