+198.5%
WMB vs SEDG
-92.5%
+291.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.5% | +8.0% | +1.8% |
| 7D | -6.9% | -21.4% | +14.4% | -6.1% |
| 30D | -7.2% | -19.7% | +12.5% | -6.4% |
| 3M | -5.4% | -19.7% | +14.3% | -4.8% |
| 6M | -4.9% | -37.4% | +32.5% | -4.3% |
| YTD | +14.7% | -10.4% | +25.1% | +12.8% |
| 1Y | +14.7% | -43.0% | +57.7% | +15.0% |
| 3Y | +116.4% | -63.6% | +180.0% | +118.8% |
| 5Y | +198.5% | -92.5% | +291.0% | +260.9% |
| All | +198.5% | -92.5% | +291.0% | +260.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling