+65.2%
SEDG vs BWA
+54.6%
+10.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | -0.5% |
| 7D | +8.9% | +5.7% | +3.2% | +5.3% |
| 30D | +0.9% | +1.4% | -0.5% | -0.4% |
| 3M | -53.2% | -12.1% | -41.2% | -49.8% |
| 6M | -9.9% | +28.6% | -38.4% | -24.2% |
| YTD | +18.5% | +51.1% | -32.5% | -12.8% |
| 1Y | +0.1% | +55.9% | -55.8% | -28.0% |
| 3Y | -78.9% | +70.1% | -149.0% | -85.4% |
| 5Y | -88.0% | +90.7% | -178.7% | -92.4% |
| 10Y | +97.5% | +154.0% | -56.5% | -10.1% |
| All | +65.2% | +54.6% | +10.6% | +17.1% |
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