+121.8%
WDAY vs SEDG
+81.7%
+40.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.5% | -11.4% | -5.6% |
| 7D | -6.1% | +12.1% | -18.2% | -7.4% |
| 30D | +3.7% | +14.7% | -11.0% | +1.7% |
| 3M | +29.6% | -43.0% | +72.6% | +35.8% |
| 6M | +23.3% | +9.0% | +14.3% | +15.8% |
| YTD | -13.3% | +26.3% | -39.5% | -21.1% |
| 1Y | -19.6% | +8.9% | -28.6% | -26.7% |
| 3Y | -25.7% | -75.5% | +49.9% | -23.3% |
| 5Y | -31.6% | -86.7% | +55.1% | -24.5% |
| 10Y | +109.9% | +110.6% | -0.6% | +48.1% |
| All | +121.8% | +81.7% | +40.1% | +54.6% |
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