+689.9%
SEI vs WY
-1.2%
+691.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +28.2% | -1.7% | +29.9% | +29.3% |
| 30D | +15.5% | -9.9% | +25.3% | +21.7% |
| 3M | -1.4% | -7.5% | +6.1% | +1.0% |
| 6M | +37.4% | -5.1% | +42.6% | +37.8% |
| YTD | +47.8% | -2.1% | +49.9% | +44.8% |
| 1Y | +174.3% | -7.3% | +181.6% | +175.1% |
| 3Y | +598.5% | -22.6% | +621.1% | +659.9% |
| 5Y | +1,026.2% | -19.8% | +1,046.0% | +1,065.7% |
| All | +689.9% | -1.2% | +691.0% | +520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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