+137.4%
WAT vs SEI
+507.3%
-369.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.5% | -1.3% |
| 7D | -1.3% | +10.2% | -11.5% | -2.2% |
| 30D | +2.3% | -1.0% | +3.4% | +2.3% |
| 3M | +8.7% | -27.9% | +36.7% | +11.2% |
| 6M | +28.3% | +10.4% | +17.9% | +25.2% |
| YTD | +7.8% | +20.1% | -12.4% | +3.6% |
| 1Y | +36.6% | +109.7% | -73.1% | +23.1% |
| 3Y | +45.7% | +458.6% | -413.0% | +9.7% |
| 5Y | -3.3% | +775.3% | -778.6% | -34.2% |
| All | +137.4% | +507.3% | -369.8% | +54.3% |
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