+122.9%
WFC vs SEDG
-87.2%
+210.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.6% | +6.6% | +1.3% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +1.5% | +8.3% | -6.8% | +0.9% |
| 3M | +10.2% | -40.7% | +50.9% | +12.6% |
| 6M | +18.8% | -3.9% | +22.7% | +16.6% |
| YTD | -1.5% | +20.2% | -21.7% | -5.1% |
| 1Y | +13.5% | +17.6% | -4.0% | +8.9% |
| 3Y | +135.0% | -76.6% | +211.6% | +153.2% |
| All | +122.9% | -87.2% | +210.0% | +151.5% |
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 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