+219.0%
SHW vs SEI
+606.2%
-387.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +16.3% | -18.6% | -3.3% |
| 7D | -1.2% | +28.8% | -30.0% | -2.8% |
| 30D | -11.6% | +10.4% | -22.0% | -12.3% |
| 3M | +9.1% | -11.4% | +20.5% | +9.2% |
| 6M | -0.7% | +31.2% | -31.8% | -3.6% |
| YTD | +1.4% | +39.7% | -38.4% | -2.5% |
| 1Y | -12.3% | +149.0% | -161.2% | -19.7% |
| 3Y | +23.4% | +560.2% | -536.8% | -1.6% |
| 5Y | +15.0% | +955.7% | -940.7% | -15.7% |
| All | +219.0% | +606.2% | -387.2% | +120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling