+33.4%
WEC vs SEDG
-87.2%
+120.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.1% |
| 7D | -0.6% | +1.4% | -2.0% | -0.6% |
| 30D | -2.6% | +8.3% | -10.9% | -2.8% |
| 3M | -6.0% | -40.7% | +34.6% | -5.3% |
| 6M | -5.4% | -3.9% | -1.5% | -6.3% |
| YTD | +2.5% | +20.2% | -17.7% | +0.7% |
| 1Y | -0.7% | +17.6% | -18.3% | -2.8% |
| 3Y | +38.7% | -76.6% | +115.3% | +43.2% |
| All | +33.4% | -87.2% | +120.5% | +42.6% |
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 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