-2.6%
SW vs SEI
+706.3%
-708.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.3% | -15.2% | -2.0% |
| 7D | +2.3% | -18.3% | +20.6% | +3.5% |
| 30D | +6.8% | -24.4% | +31.2% | +8.3% |
| 3M | -5.2% | +1.5% | -6.7% | -6.6% |
| 6M | +7.4% | -25.1% | +32.6% | +8.0% |
| YTD | +17.4% | +26.4% | -9.0% | +11.1% |
| 1Y | +27.1% | +8.9% | +18.2% | +21.8% |
| 3Y | +47.9% | +586.7% | -538.8% | +15.0% |
| All | -2.6% | +706.3% | -708.9% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling