+65.2%
SEDG vs WWD
+639.2%
-574.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.6% |
| 7D | +8.9% | +1.3% | +7.6% | +8.1% |
| 30D | +0.9% | -7.2% | +8.1% | +4.9% |
| 3M | -53.2% | -3.8% | -49.4% | -52.8% |
| 6M | -9.9% | -9.9% | +0.1% | -7.3% |
| YTD | +18.5% | +14.8% | +3.7% | +6.4% |
| 1Y | +0.1% | +42.1% | -42.0% | -20.3% |
| 3Y | -78.9% | +170.8% | -249.7% | -88.6% |
| 5Y | -88.0% | +197.5% | -285.5% | -94.0% |
| 10Y | +97.5% | +477.8% | -380.4% | -44.3% |
| All | +65.2% | +639.2% | -574.0% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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