+221.8%
WAB vs SEDG
+81.7%
+140.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -6.0% | -0.1% |
| 7D | +1.7% | +12.1% | -10.5% | +0.4% |
| 30D | -2.4% | +14.7% | -17.1% | -4.0% |
| 3M | +9.7% | -43.0% | +52.7% | +14.7% |
| 6M | +16.5% | +9.0% | +7.5% | +11.5% |
| YTD | +33.7% | +26.3% | +7.5% | +24.9% |
| 1Y | +49.7% | +8.9% | +40.7% | +40.2% |
| 3Y | +170.9% | -75.5% | +246.5% | +179.7% |
| 5Y | +228.0% | -86.7% | +314.8% | +254.5% |
| 10Y | +284.8% | +110.6% | +174.2% | +185.7% |
| All | +221.8% | +81.7% | +140.2% | +136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling