+70.1%
SEDG vs WY
+6.4%
+63.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | +3.6% | -1.7% | +5.3% | +4.8% |
| 30D | +9.3% | -9.9% | +19.2% | +17.5% |
| 3M | -39.1% | -7.5% | -31.6% | -36.5% |
| 6M | +1.8% | -5.1% | +6.9% | +3.1% |
| YTD | +22.0% | -2.1% | +24.1% | +20.4% |
| 1Y | +17.2% | -7.3% | +24.6% | +19.7% |
| 3Y | -76.3% | -22.6% | -53.7% | -71.3% |
| 5Y | -87.2% | -19.8% | -67.4% | -84.7% |
| 10Y | +108.6% | +9.6% | +99.0% | +87.7% |
| All | +70.1% | +6.4% | +63.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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