+215.9%
WEC vs SEDG
+70.6%
+145.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -0.3% | +8.9% | -9.1% | -0.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.4% |
| 3M | -3.9% | -53.2% | +49.3% | -2.1% |
| 6M | -8.3% | -9.9% | +1.5% | -9.1% |
| YTD | +3.1% | +18.5% | -15.5% | +0.9% |
| 1Y | +1.9% | +0.1% | +1.8% | -0.1% |
| 3Y | +41.9% | -78.9% | +120.8% | +44.5% |
| 5Y | +30.8% | -88.0% | +118.8% | +34.4% |
| 10Y | +141.9% | +97.5% | +44.5% | +116.7% |
| All | +215.9% | +70.6% | +145.3% | +187.8% |
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