+122.4%
WMB vs SEDG
-65.3%
+187.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.9% | +9.7% | +0.9% |
| 7D | +8.1% | -7.3% | +15.4% | +8.2% |
| 30D | -6.9% | -25.3% | +18.5% | -6.4% |
| 3M | -5.1% | -24.1% | +19.0% | -4.7% |
| 6M | -5.7% | -39.9% | +34.2% | -5.5% |
| YTD | +18.1% | -15.8% | +33.9% | +17.3% |
| 1Y | +18.4% | -42.9% | +61.3% | +18.4% |
| All | +122.4% | -65.3% | +187.7% | +121.1% |
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 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