+21.5%
SW vs SEI
-20.7%
+42.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -16.9% | +21.0% | +3.3% |
| 7D | +12.1% | -16.4% | +28.5% | +11.2% |
| 30D | +6.6% | -22.9% | +29.4% | +5.8% |
| 3M | -6.0% | -0.3% | -5.7% | -6.0% |
| 6M | +21.5% | -22.3% | +43.8% | +23.4% |
| All | +21.5% | -20.7% | +42.2% | +23.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling