+101.9%
WMT vs SEI
+594.6%
-492.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.3% |
| 7D | 0.0% | +22.6% | -22.6% | -0.3% |
| 30D | -7.4% | +9.1% | -16.5% | -7.6% |
| 3M | -10.9% | -11.3% | +0.5% | -10.6% |
| 6M | -12.7% | +22.0% | -34.7% | -13.2% |
| YTD | -3.2% | +47.3% | -50.5% | -4.3% |
| 1Y | +5.3% | +124.8% | -119.5% | +2.6% |
| 3Y | +101.9% | +591.3% | -489.4% | +87.9% |
| All | +101.9% | +594.6% | -492.7% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling