-30.6%
WDAY vs SEDG
-87.2%
+56.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +6.0% | +0.8% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | +5.9% | +8.3% | -2.4% | +5.0% |
| 3M | +42.3% | -40.7% | +82.9% | +46.6% |
| 6M | +34.7% | -3.9% | +38.6% | +29.9% |
| YTD | -13.5% | +20.2% | -33.7% | -19.4% |
| 1Y | -18.1% | +17.6% | -35.7% | -24.5% |
| 3Y | -26.4% | -76.6% | +50.2% | -15.3% |
| All | -30.6% | -87.2% | +56.5% | -15.7% |
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 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