-87.3%
SEDG vs GWRE
+15.1%
-102.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.8% |
| 7D | +1.4% | -13.2% | +14.6% | +5.5% |
| 30D | +8.3% | -18.6% | +26.9% | +12.9% |
| 3M | -40.7% | +18.9% | -59.6% | -46.8% |
| 6M | -3.9% | -11.0% | +7.0% | -6.2% |
| YTD | +20.2% | -29.9% | +50.1% | +29.1% |
| 1Y | +17.6% | -44.3% | +61.9% | +41.5% |
| 3Y | -76.6% | +51.7% | -128.3% | -85.4% |
| All | -87.3% | +15.1% | -102.4% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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