+100.2%
SEDG vs NWSA
+149.4%
-49.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | +1.4% | -2.8% | +4.2% | +3.0% |
| 30D | +8.3% | +3.0% | +5.3% | +6.2% |
| 3M | -40.7% | +12.3% | -53.0% | -45.7% |
| 6M | -3.9% | +21.9% | -25.8% | -17.5% |
| YTD | +20.2% | +13.6% | +6.6% | +6.4% |
| 1Y | +17.6% | +0.5% | +17.1% | +12.5% |
| 3Y | -76.6% | +43.8% | -120.4% | -81.5% |
| 5Y | -87.1% | +41.2% | -128.3% | -89.9% |
| All | +100.2% | +149.4% | -49.1% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling