+255.9%
WM vs SEI
+606.2%
-350.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +16.3% | -16.8% | -1.2% |
| 7D | -0.9% | +28.8% | -29.8% | -2.0% |
| 30D | -4.3% | +10.4% | -14.7% | -4.8% |
| 3M | +0.8% | -11.4% | +12.2% | +0.8% |
| 6M | -10.8% | +31.2% | -41.9% | -12.9% |
| YTD | -0.1% | +39.7% | -39.8% | -3.1% |
| 1Y | +1.0% | +149.0% | -148.0% | -6.5% |
| 3Y | +45.1% | +560.2% | -515.1% | +17.9% |
| 5Y | +52.1% | +955.7% | -903.6% | +12.9% |
| All | +255.9% | +606.2% | -350.3% | +150.9% |
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