+122.5%
SW vs SEI
+507.3%
-384.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.9% |
| 7D | -5.1% | +10.2% | -15.3% | -6.0% |
| 30D | -4.6% | -1.0% | -3.6% | -4.7% |
| 3M | +9.4% | -27.9% | +37.3% | +11.9% |
| 6M | +3.5% | +10.4% | -6.9% | +1.0% |
| YTD | +22.0% | +20.1% | +1.9% | +17.2% |
| 1Y | +2.2% | +109.7% | -107.5% | -8.5% |
| 3Y | +19.6% | +458.6% | -439.0% | -7.3% |
| 5Y | -2.3% | +775.3% | -777.6% | -29.9% |
| All | +122.5% | +507.3% | -384.8% | +51.2% |
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