+292.2%
WAB vs SEDG
+106.4%
+185.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.6% | +6.7% | +1.7% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | -4.1% | +8.3% | -12.4% | -5.1% |
| 3M | +8.2% | -40.7% | +48.8% | +12.8% |
| 6M | +15.4% | -3.9% | +19.3% | +11.9% |
| YTD | +33.1% | +20.2% | +12.9% | +24.7% |
| 1Y | +48.1% | +17.6% | +30.5% | +37.1% |
| 3Y | +167.7% | -76.6% | +244.3% | +181.0% |
| 5Y | +225.7% | -87.1% | +312.8% | +258.1% |
| All | +292.2% | +106.4% | +185.8% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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