+100.2%
SEDG vs WCC
+541.6%
-441.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.7% | -9.4% | -7.5% |
| 7D | +1.4% | +1.5% | -0.1% | +0.4% |
| 30D | +8.3% | -2.1% | +10.4% | +9.1% |
| 3M | -40.7% | +3.8% | -44.5% | -41.6% |
| 6M | -3.9% | +35.0% | -38.9% | -17.9% |
| YTD | +20.2% | +46.4% | -26.2% | -1.4% |
| 1Y | +17.6% | +63.0% | -45.4% | -8.5% |
| 3Y | -76.6% | +133.9% | -210.6% | -85.2% |
| 5Y | -87.1% | +226.5% | -313.6% | -93.3% |
| All | +100.2% | +541.6% | -441.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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