+67.5%
SEDG vs WYNN
-20.3%
+87.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +1.4% | -4.2% | +5.6% | +3.1% |
| 30D | +8.3% | -14.6% | +22.9% | +14.7% |
| 3M | -40.7% | -18.4% | -22.2% | -36.6% |
| 6M | -3.9% | -11.9% | +8.0% | -1.1% |
| YTD | +20.2% | -26.6% | +46.8% | +32.6% |
| 1Y | +17.6% | -28.5% | +46.1% | +30.8% |
| 3Y | -76.6% | -5.1% | -71.5% | -76.3% |
| 5Y | -87.1% | -10.5% | -76.6% | -87.3% |
| 10Y | +105.5% | +0.3% | +105.2% | +65.9% |
| All | +67.5% | -20.3% | +87.8% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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