+15.2%
SEDG vs BWA
+16.5%
-1.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -13.3% | +4.3% | -17.6% | -15.5% |
| 30D | -21.9% | -13.0% | -8.8% | -14.9% |
| 3M | -25.9% | -24.8% | -1.1% | -12.4% |
| 6M | -44.2% | -23.5% | -20.7% | -35.5% |
| YTD | -17.3% | +13.8% | -31.2% | -28.0% |
| 1Y | -34.5% | +13.4% | -48.0% | -42.9% |
| 3Y | -66.7% | +62.8% | -129.5% | -75.9% |
| 5Y | -93.4% | +28.5% | -121.9% | -94.7% |
| 10Y | +78.7% | +95.4% | -16.7% | -4.7% |
| All | +15.2% | +16.5% | -1.3% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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