+116.1%
SW vs SEI
+459.2%
-343.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -12.3% | +10.8% | -0.4% |
| 7D | +4.7% | -26.9% | +31.5% | +7.2% |
| 30D | +5.0% | -36.6% | +41.6% | +8.5% |
| 3M | -7.3% | -8.9% | +1.5% | -7.9% |
| 6M | +15.0% | -33.0% | +47.9% | +16.7% |
| YTD | +18.5% | +10.6% | +7.9% | +13.2% |
| 1Y | +27.1% | -4.7% | +31.8% | +22.9% |
| 3Y | +49.3% | +487.9% | -438.6% | +13.7% |
| 5Y | -1.6% | +615.7% | -617.3% | -28.8% |
| All | +116.1% | +459.2% | -343.2% | +46.0% |
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