+153.8%
WMB vs SEDG
+38.0%
+115.8%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.7% |
| 7D | -6.7% | -8.4% | +1.8% | -6.0% |
| 30D | -8.6% | -14.1% | +5.6% | -7.5% |
| 3M | -4.9% | -12.9% | +8.0% | -4.2% |
| 6M | -6.3% | -33.0% | +26.7% | -5.5% |
| YTD | +13.0% | -4.1% | +17.1% | +8.8% |
| 1Y | +14.9% | -30.9% | +45.8% | +13.6% |
| 3Y | +113.4% | -60.7% | +174.0% | +106.2% |
| 5Y | +190.2% | -92.1% | +282.3% | +229.2% |
| 10Y | +259.9% | +97.6% | +162.3% | +132.7% |
| All | +153.8% | +38.0% | +115.8% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling