+99.8%
SEDG vs WST
+452.9%
-353.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.1% |
| 7D | -11.2% | +1.1% | -12.2% | -11.3% |
| 30D | -15.3% | +12.4% | -27.7% | -18.4% |
| 3M | -19.9% | +17.6% | -37.5% | -24.0% |
| 6M | -36.2% | +28.3% | -64.4% | -41.4% |
| YTD | -7.6% | +50.5% | -58.1% | -20.0% |
| 1Y | -40.3% | +49.4% | -89.7% | -48.2% |
| 3Y | -62.5% | +21.9% | -84.4% | -68.5% |
| 5Y | -92.6% | +0.4% | -92.9% | -93.3% |
| 10Y | +99.8% | +451.5% | -351.7% | -1.8% |
| All | +99.8% | +452.9% | -353.1% | -1.8% |
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