+45.7%
WM vs SEDG
-61.4%
+107.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.2% |
| 7D | -0.5% | -8.4% | +8.0% | -0.6% |
| 30D | +13.3% | -14.1% | +27.4% | +13.1% |
| 3M | +4.4% | -12.9% | +17.3% | +4.3% |
| 6M | +10.8% | -33.0% | +43.9% | +10.2% |
| YTD | +9.1% | -4.1% | +13.2% | +8.6% |
| 1Y | +19.1% | -30.9% | +50.0% | +18.5% |
| 3Y | +45.7% | -60.7% | +106.3% | +39.0% |
| All | +45.7% | -61.4% | +107.0% | +39.0% |
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 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