+385.2%
WMT vs SEI
+647.2%
-262.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.8% | -6.0% | -0.4% |
| 7D | -0.2% | +28.2% | -28.5% | -1.3% |
| 30D | -5.8% | +15.5% | -21.3% | -6.4% |
| 3M | -10.8% | -1.4% | -9.4% | -11.0% |
| 6M | -14.3% | +37.4% | -51.8% | -16.1% |
| YTD | -4.4% | +47.8% | -52.2% | -6.9% |
| 1Y | +4.3% | +174.3% | -170.0% | -1.8% |
| 3Y | +100.1% | +598.5% | -498.4% | +73.4% |
| 5Y | +130.8% | +1,026.2% | -895.4% | +91.1% |
| All | +385.2% | +647.2% | -262.0% | +299.9% |
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 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