+163.2%
WMB vs SEDG
+33.0%
+130.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -1.0% | +1.9% |
| 7D | +1.6% | -11.2% | +12.7% | +2.5% |
| 30D | -7.1% | -15.3% | +8.2% | -5.9% |
| 3M | -4.0% | -19.9% | +15.9% | -2.6% |
| 6M | -5.7% | -36.2% | +30.5% | -4.5% |
| YTD | +17.2% | -7.6% | +24.7% | +13.1% |
| 1Y | +17.2% | -40.3% | +57.5% | +17.4% |
| 3Y | +121.1% | -62.5% | +183.6% | +114.6% |
| 5Y | +197.2% | -92.6% | +289.7% | +239.0% |
| 10Y | +280.9% | +99.8% | +181.1% | +145.3% |
| All | +163.2% | +33.0% | +130.2% | +65.7% |
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