-86.7%
SEDG vs WST
-25.8%
-61.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +12.1% | -0.3% | +12.4% | +12.2% |
| 30D | +14.7% | -4.6% | +19.3% | +16.2% |
| 3M | -43.0% | +5.7% | -48.7% | -44.0% |
| 6M | +9.0% | +37.6% | -28.5% | +0.1% |
| YTD | +26.3% | +23.0% | +3.2% | +18.9% |
| 1Y | +8.9% | +33.8% | -24.9% | +0.1% |
| 3Y | -75.5% | -13.4% | -62.2% | -76.2% |
| 5Y | -86.7% | -27.0% | -59.8% | -87.0% |
| All | -86.7% | -25.8% | -61.0% | -87.0% |
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