+100.2%
SEDG vs WTW
+198.0%
-97.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | +1.4% | -5.7% | +7.1% | +3.9% |
| 30D | +8.3% | -7.3% | +15.6% | +11.6% |
| 3M | -40.7% | +21.5% | -62.1% | -46.4% |
| 6M | -3.9% | +9.6% | -13.5% | -10.2% |
| YTD | +20.2% | -3.3% | +23.5% | +18.4% |
| 1Y | +17.6% | -6.1% | +23.7% | +16.9% |
| 3Y | -76.6% | +61.8% | -138.5% | -83.4% |
| 5Y | -87.1% | +42.7% | -129.8% | -90.2% |
| All | +100.2% | +198.0% | -97.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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