+100.2%
SEDG vs WU
-39.1%
+139.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.6% | -6.2% | -5.9% |
| 7D | +1.4% | -3.5% | +4.9% | +3.0% |
| 30D | +8.3% | -2.9% | +11.2% | +9.5% |
| 3M | -40.7% | -2.3% | -38.4% | -41.2% |
| 6M | -3.9% | -25.4% | +21.5% | +7.5% |
| YTD | +20.2% | -21.2% | +41.4% | +29.9% |
| 1Y | +17.6% | -8.9% | +26.5% | +15.6% |
| 3Y | -76.6% | -29.0% | -47.6% | -73.5% |
| 5Y | -87.1% | -50.7% | -36.3% | -83.4% |
| All | +100.2% | -39.1% | +139.3% | +109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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