-33.5%
WDAY vs SEDG
-93.5%
+59.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.9% | +3.2% |
| 7D | +1.8% | -13.3% | +15.1% | +2.9% |
| 30D | +4.1% | -21.9% | +25.9% | +5.8% |
| 3M | -4.8% | -25.9% | +21.0% | -3.2% |
| 6M | +68.6% | -44.2% | +112.9% | +71.6% |
| YTD | -8.5% | -17.3% | +8.8% | -12.5% |
| 1Y | -12.1% | -34.5% | +22.4% | -13.9% |
| 3Y | -13.2% | -66.7% | +53.5% | -13.2% |
| All | -33.5% | -93.5% | +59.9% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling