+132.8%
WFC vs SEDG
-75.7%
+208.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.4% |
| 7D | +0.3% | +8.7% | -8.4% | -0.1% |
| 30D | +2.3% | +10.3% | -8.0% | +1.8% |
| 3M | +9.8% | -32.6% | +42.4% | +10.9% |
| 6M | +15.6% | -3.6% | +19.1% | +13.9% |
| YTD | -2.4% | +27.4% | -29.8% | -5.3% |
| 1Y | +13.8% | +24.9% | -11.1% | +10.3% |
| All | +132.8% | -75.7% | +208.5% | +170.2% |
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