+553.6%
GWW vs SEDG
+75.6%
+477.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.6% |
| 7D | -0.5% | +3.6% | -4.1% | -0.8% |
| 30D | -1.4% | +9.3% | -10.7% | -2.2% |
| 3M | -3.6% | -39.1% | +35.4% | -1.0% |
| 6M | +15.1% | +1.8% | +13.3% | +11.9% |
| YTD | +27.5% | +22.0% | +5.4% | +21.5% |
| 1Y | +29.6% | +17.2% | +12.4% | +22.6% |
| 3Y | +90.1% | -76.3% | +166.4% | +95.4% |
| 5Y | +222.6% | -87.2% | +309.8% | +242.0% |
| 10Y | +566.5% | +108.6% | +457.9% | +412.3% |
| All | +553.6% | +75.6% | +477.9% | +430.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling