+164.9%
WAB vs SEDG
-75.7%
+240.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -0.3% |
| 7D | -0.2% | +8.7% | -8.9% | -0.7% |
| 30D | -5.9% | +10.3% | -16.2% | -6.5% |
| 3M | +9.4% | -32.6% | +42.0% | +11.1% |
| 6M | +13.8% | -3.6% | +17.4% | +12.1% |
| YTD | +31.8% | +27.4% | +4.4% | +27.0% |
| 1Y | +48.5% | +24.9% | +23.6% | +42.6% |
| All | +164.9% | -75.7% | +240.7% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling