+290.1%
WMB vs SEI
+608.3%
-318.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.2% | +2.1% | -2.1% |
| 7D | -1.7% | +20.7% | -22.3% | -5.4% |
| 30D | +0.7% | +9.1% | -8.4% | -1.5% |
| 3M | +1.5% | -6.0% | +7.5% | +0.6% |
| 6M | +0.1% | +18.9% | -18.9% | -6.6% |
| YTD | +22.9% | +40.1% | -17.2% | +9.4% |
| 1Y | +27.9% | +120.6% | -92.8% | +0.8% |
| 3Y | +139.1% | +562.1% | -423.0% | +25.0% |
| 5Y | +270.9% | +954.5% | -683.5% | +57.4% |
| All | +290.1% | +608.3% | -318.2% | +60.1% |
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