+100.2%
SEDG vs WSM
+1,071.8%
-971.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.1% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +8.3% | -7.7% | +16.0% | +12.0% |
| 3M | -40.7% | +3.8% | -44.4% | -41.6% |
| 6M | -3.9% | +22.7% | -26.6% | -12.5% |
| YTD | +20.2% | +28.0% | -7.8% | +7.6% |
| 1Y | +17.6% | +12.7% | +4.9% | +11.1% |
| 3Y | -76.6% | +231.3% | -307.9% | -85.3% |
| 5Y | -87.1% | +177.2% | -264.3% | -91.7% |
| All | +100.2% | +1,071.8% | -971.5% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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