+236.0%
WAT vs SEDG
+70.6%
+165.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.1% |
| 7D | -1.3% | +8.9% | -10.2% | -2.1% |
| 30D | +2.3% | +0.9% | +1.5% | +2.1% |
| 3M | +8.7% | -53.2% | +62.0% | +15.3% |
| 6M | +28.3% | -9.9% | +38.2% | +25.3% |
| YTD | +7.8% | +18.5% | -10.8% | +1.5% |
| 1Y | +36.6% | +0.1% | +36.5% | +29.3% |
| 3Y | +45.7% | -78.9% | +124.6% | +48.9% |
| 5Y | -3.3% | -88.0% | +84.7% | +1.4% |
| 10Y | +162.1% | +97.5% | +64.6% | +106.6% |
| All | +236.0% | +70.6% | +165.4% | +163.9% |
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