+111.5%
WDAY vs SEDG
+118.8%
-7.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | -1.0% |
| 7D | -10.5% | +8.7% | -19.3% | -11.5% |
| 30D | +2.1% | +10.3% | -8.2% | +0.6% |
| 3M | +34.6% | -32.6% | +67.3% | +38.3% |
| 6M | +29.9% | -3.6% | +33.5% | +23.9% |
| YTD | -13.8% | +27.4% | -41.2% | -22.1% |
| 1Y | -18.3% | +24.9% | -43.2% | -27.3% |
| 3Y | -26.2% | -75.3% | +49.2% | -22.5% |
| 5Y | -30.8% | -86.3% | +55.5% | -22.3% |
| All | +111.5% | +118.8% | -7.2% | +35.7% |
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