Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • WELL vs SEI✓SelectedUSD · SEIWELL vs SEI performance historyLatest closeAs of-0.04%09/11
Stock and ETF performance explorer

WELL vs SEI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+350.2%
SEI return
+644.4%
Excess return
-294.2%
Maximum drawdown
-63.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSEIExcessAlpha
1D0.0%+5.1%-5.1%-0.5%
7D-0.2%+22.6%-22.8%-2.4%
30D+2.3%+9.1%-6.8%+1.1%
3M+12.3%-11.3%+23.6%+12.4%
6M+15.6%+22.0%-6.4%+11.0%
YTD+28.3%+47.3%-19.0%+19.9%
1Y+41.9%+124.8%-82.8%+24.6%
3Y+198.3%+591.3%-392.9%+101.5%
5Y+206.4%+1,008.2%-801.8%+76.2%
All+350.2%+644.4%-294.2%+141.4%

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