+281.4%
WMB vs SEDG
+80.7%
+200.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +7.8% | -13.3% | +21.1% | +8.9% |
| 30D | -5.1% | -21.9% | +16.8% | -3.5% |
| 3M | -4.7% | -25.9% | +21.2% | -3.0% |
| 6M | -7.4% | -44.2% | +36.8% | -5.5% |
| YTD | +17.5% | -17.3% | +34.8% | +14.7% |
| 1Y | +19.5% | -34.5% | +54.0% | +18.7% |
| 3Y | +121.3% | -66.7% | +188.0% | +118.5% |
| 5Y | +200.5% | -93.4% | +293.9% | +248.4% |
| All | +281.4% | +80.7% | +200.7% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling