+32.9%
SEDG vs WST
+626.0%
-593.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.9% | +3.1% | +4.4% |
| 7D | -8.5% | -3.1% | -5.3% | -7.3% |
| 30D | -17.0% | +9.1% | -26.1% | -19.3% |
| 3M | -15.8% | +14.7% | -30.5% | -19.4% |
| 6M | -32.3% | +28.0% | -60.3% | -37.8% |
| YTD | -4.6% | +45.6% | -50.3% | -16.6% |
| 1Y | -29.2% | +45.7% | -74.9% | -38.1% |
| 3Y | -61.7% | +21.1% | -82.8% | -67.8% |
| 5Y | -92.0% | +0.3% | -92.3% | -92.9% |
| 10Y | +100.8% | +449.0% | -348.2% | -4.0% |
| All | +32.9% | +626.0% | -593.1% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling