+76.7%
SEDG vs WST
+449.7%
-373.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -0.4% | -8.5% | -8.8% |
| 7D | -7.3% | +4.9% | -12.2% | -8.8% |
| 30D | -25.3% | +10.7% | -36.0% | -27.7% |
| 3M | -24.1% | +16.8% | -41.0% | -27.9% |
| 6M | -39.9% | +32.0% | -71.9% | -45.3% |
| YTD | -15.8% | +49.9% | -65.7% | -27.0% |
| 1Y | -42.9% | +50.6% | -93.5% | -50.6% |
| 3Y | -65.9% | +21.4% | -87.3% | -71.2% |
| 5Y | -93.3% | -0.6% | -92.7% | -94.0% |
| All | +76.7% | +449.7% | -373.0% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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