-92.5%
SEDG vs WST
+1.6%
-94.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.1% | -6.4% | -6.5% |
| 7D | -21.4% | +1.4% | -22.7% | -21.5% |
| 30D | -19.7% | +12.7% | -32.4% | -22.2% |
| 3M | -19.7% | +17.2% | -36.9% | -22.9% |
| 6M | -37.4% | +26.7% | -64.0% | -41.3% |
| YTD | -10.4% | +50.3% | -60.7% | -20.0% |
| 1Y | -43.0% | +50.2% | -93.2% | -49.1% |
| 3Y | -63.6% | +21.7% | -85.4% | -68.6% |
| 5Y | -92.5% | +2.0% | -94.5% | -93.0% |
| All | -92.5% | +1.6% | -94.1% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling