+216.3%
SHW vs SEI
+644.4%
-428.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.2% | +1.5% |
| 7D | -3.1% | +22.6% | -25.7% | -4.4% |
| 30D | -10.0% | +9.1% | -19.1% | -10.7% |
| 3M | +2.3% | -11.3% | +13.6% | +2.4% |
| 6M | +0.7% | +22.0% | -21.4% | -1.8% |
| YTD | +0.5% | +47.3% | -46.8% | -3.6% |
| 1Y | -11.5% | +124.8% | -136.2% | -18.2% |
| 3Y | +21.3% | +591.3% | -569.9% | -3.5% |
| 5Y | +12.5% | +1,008.2% | -995.7% | -17.8% |
| All | +216.3% | +644.4% | -428.1% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling