+225.5%
GWW vs SEDG
-87.2%
+312.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.3% | +1.0% |
| 7D | -3.4% | +1.4% | -4.8% | -3.5% |
| 30D | -1.9% | +8.3% | -10.2% | -2.4% |
| 3M | -2.4% | -40.7% | +38.3% | -0.3% |
| 6M | +15.7% | -3.9% | +19.6% | +13.7% |
| YTD | +27.6% | +20.2% | +7.4% | +23.0% |
| 1Y | +27.2% | +17.6% | +9.6% | +21.8% |
| 3Y | +89.7% | -76.6% | +166.3% | +103.2% |
| All | +225.5% | -87.2% | +312.6% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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