+122.0%
WFC vs SEDG
+81.7%
+40.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.8% | -2.8% |
| 7D | +1.1% | +12.1% | -11.1% | 0.0% |
| 30D | +0.8% | +14.7% | -13.9% | -0.5% |
| 3M | +9.3% | -43.0% | +52.3% | +13.2% |
| 6M | +10.6% | +9.0% | +1.6% | +6.5% |
| YTD | -4.1% | +26.3% | -30.3% | -9.4% |
| 1Y | +13.6% | +8.9% | +4.6% | +7.5% |
| 3Y | +130.7% | -75.5% | +206.3% | +138.7% |
| 5Y | +126.7% | -86.7% | +213.4% | +141.8% |
| 10Y | +132.1% | +110.6% | +21.6% | +75.8% |
| All | +122.0% | +81.7% | +40.3% | +63.0% |
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