+142.1%
WBD vs SEDG
-77.1%
+219.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.1% | +0.1% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | +1.4% | +8.3% | -6.9% | +0.2% |
| 3M | +4.4% | -40.7% | +45.1% | +9.2% |
| 6M | +0.8% | -3.9% | +4.7% | -3.6% |
| YTD | -2.7% | +20.2% | -22.9% | -11.1% |
| 1Y | +73.4% | +17.6% | +55.8% | +55.5% |
| 3Y | +142.1% | -76.6% | +218.8% | +163.4% |
| All | +142.1% | -77.1% | +219.2% | +163.4% |
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