-4.5%
WAT vs SEI
+960.1%
-964.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.3% | -17.9% | -2.5% |
| 7D | -0.7% | +28.8% | -29.6% | -2.3% |
| 30D | -1.0% | +10.4% | -11.3% | -1.7% |
| 3M | +10.9% | -11.4% | +22.3% | +11.1% |
| 6M | +33.2% | +31.2% | +2.0% | +29.6% |
| YTD | +6.1% | +39.7% | -33.6% | +2.4% |
| 1Y | +30.2% | +149.0% | -118.7% | +20.5% |
| 3Y | +52.9% | +560.2% | -507.3% | +26.0% |
| All | -4.5% | +960.1% | -964.6% | -19.2% |
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 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