+135.9%
WMT vs SEI
+999.8%
-863.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.2% |
| 7D | 0.0% | +22.6% | -22.6% | -0.5% |
| 30D | -7.4% | +9.1% | -16.5% | -7.7% |
| 3M | -10.9% | -11.3% | +0.5% | -10.7% |
| 6M | -12.7% | +22.0% | -34.7% | -13.5% |
| YTD | -3.2% | +47.3% | -50.5% | -4.9% |
| 1Y | +5.3% | +124.8% | -119.5% | +1.6% |
| 3Y | +101.9% | +591.3% | -489.4% | +81.0% |
| All | +135.9% | +999.8% | -863.9% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling