+181.2%
WMB vs SEDG
+70.6%
+110.6%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | 0.0% |
| 7D | +0.6% | +8.9% | -8.3% | -0.1% |
| 30D | +3.3% | +0.9% | +2.4% | +3.1% |
| 3M | +3.1% | -53.2% | +56.4% | +8.3% |
| 6M | -0.7% | -9.9% | +9.2% | -2.8% |
| YTD | +25.2% | +18.5% | +6.6% | +18.8% |
| 1Y | +32.9% | +0.1% | +32.7% | +26.5% |
| 3Y | +140.6% | -78.9% | +219.4% | +153.6% |
| 5Y | +273.5% | -88.0% | +361.5% | +304.3% |
| 10Y | +334.2% | +97.5% | +236.7% | +184.2% |
| All | +181.2% | +70.6% | +110.6% | +73.9% |
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 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