+73.5%
SEDG vs WST
+456.5%
-383.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.1% | -2.2% |
| 7D | -13.3% | +4.2% | -17.5% | -14.5% |
| 30D | -21.9% | +11.2% | -33.1% | -24.5% |
| 3M | -25.9% | +20.4% | -46.3% | -30.2% |
| 6M | -44.2% | +37.9% | -82.1% | -50.0% |
| YTD | -17.3% | +51.8% | -69.1% | -28.7% |
| 1Y | -34.5% | +56.6% | -91.1% | -44.1% |
| 3Y | -66.7% | +24.2% | -90.9% | -72.2% |
| 5Y | -93.4% | +0.7% | -94.1% | -94.1% |
| All | +73.5% | +456.5% | -383.1% | -16.8% |
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