+202.2%
WELL vs SEDG
-65.9%
+268.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.2% |
| 7D | +0.1% | -13.3% | +13.4% | +0.1% |
| 30D | +5.7% | -21.9% | +27.5% | +5.6% |
| 3M | +4.6% | -25.9% | +30.5% | +4.6% |
| 6M | +11.9% | -44.2% | +56.1% | +11.2% |
| YTD | +33.6% | -17.3% | +50.9% | +31.7% |
| 1Y | +29.8% | -34.5% | +64.3% | +28.4% |
| 3Y | +202.2% | -66.7% | +268.9% | +217.5% |
| All | +202.2% | -65.9% | +268.1% | +217.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling