+147.7%
WMB vs SEDG
-76.7%
+224.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.8% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | +4.6% | +9.3% | -4.7% | +4.4% |
| 3M | +5.7% | -39.1% | +44.8% | +6.3% |
| 6M | +4.2% | +1.8% | +2.4% | +3.2% |
| YTD | +26.8% | +22.0% | +4.8% | +25.0% |
| 1Y | +34.7% | +17.2% | +17.5% | +32.6% |
| All | +147.7% | -76.7% | +224.5% | +168.1% |
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