+646.6%
SEI vs WWD
+440.8%
+205.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.0% | +18.3% | +17.4% |
| 7D | +28.8% | +0.8% | +28.0% | +28.0% |
| 30D | +10.4% | -6.4% | +16.8% | +14.6% |
| 3M | -11.4% | -5.6% | -5.8% | -9.2% |
| 6M | +31.2% | -9.1% | +40.3% | +36.7% |
| YTD | +39.7% | +12.5% | +27.2% | +27.9% |
| 1Y | +149.0% | +41.3% | +107.6% | +98.4% |
| 3Y | +560.2% | +170.2% | +390.0% | +267.2% |
| 5Y | +955.7% | +192.5% | +763.2% | +436.5% |
| All | +646.6% | +440.8% | +205.8% | +205.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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