+65.2%
SEDG vs WST
+517.4%
-452.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +8.9% | +0.7% | +8.1% | +8.6% |
| 30D | +0.9% | -3.1% | +4.0% | +2.0% |
| 3M | -53.2% | +7.2% | -60.4% | -54.4% |
| 6M | -9.9% | +36.8% | -46.7% | -19.2% |
| YTD | +18.5% | +23.8% | -5.3% | +9.4% |
| 1Y | +0.1% | +37.8% | -37.7% | -11.2% |
| 3Y | -78.9% | -15.9% | -63.0% | -79.4% |
| 5Y | -88.0% | -25.8% | -62.2% | -88.1% |
| 10Y | +97.5% | +319.6% | -222.1% | +3.2% |
| All | +65.2% | +517.4% | -452.1% | -24.2% |
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