+118.6%
WFC vs SEI
+507.3%
-388.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.6% | +0.2% |
| 7D | +3.8% | +10.2% | -6.5% | +1.8% |
| 30D | +1.5% | -1.0% | +2.5% | +1.4% |
| 3M | +10.9% | -27.9% | +38.8% | +15.9% |
| 6M | +8.4% | +10.4% | -2.0% | +2.4% |
| YTD | -1.9% | +20.1% | -22.0% | -10.1% |
| 1Y | +12.3% | +109.7% | -97.4% | -11.2% |
| 3Y | +132.3% | +458.6% | -326.3% | +26.4% |
| 5Y | +130.1% | +775.3% | -645.2% | +0.3% |
| All | +118.6% | +507.3% | -388.7% | -10.2% |
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 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