-76.6%
SEDG vs WSM
+230.1%
-306.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.1% | -6.7% | -6.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +8.3% | -7.7% | +16.0% | +13.4% |
| 3M | -40.7% | +3.8% | -44.4% | -42.0% |
| 6M | -3.9% | +22.7% | -26.6% | -15.7% |
| YTD | +20.2% | +28.0% | -7.8% | +2.5% |
| 1Y | +17.6% | +12.7% | +4.9% | +8.2% |
| 3Y | -76.6% | +231.3% | -307.9% | -86.0% |
| All | -76.6% | +230.1% | -306.7% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling