+133.0%
WAT vs SEI
+608.3%
-475.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | -0.3% |
| 7D | -2.9% | +20.7% | -23.5% | -4.7% |
| 30D | -3.2% | +9.1% | -12.3% | -4.3% |
| 3M | +10.6% | -6.0% | +16.6% | +10.2% |
| 6M | +34.0% | +18.9% | +15.1% | +29.8% |
| YTD | +5.7% | +40.1% | -34.4% | +0.1% |
| 1Y | +37.1% | +120.6% | -83.6% | +23.1% |
| 3Y | +52.4% | +562.1% | -509.8% | +12.8% |
| 5Y | -4.4% | +954.5% | -958.9% | -36.2% |
| All | +133.0% | +608.3% | -475.3% | +49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling