+377.8%
WMT vs SEDG
+83.3%
+294.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.2% |
| 7D | -2.5% | +8.7% | -11.2% | -2.7% |
| 30D | -6.4% | +10.3% | -16.8% | -6.7% |
| 3M | -12.1% | -32.6% | +20.5% | -11.6% |
| 6M | -15.0% | -3.6% | -11.4% | -15.9% |
| YTD | -4.5% | +27.4% | -31.9% | -6.6% |
| 1Y | +6.2% | +24.9% | -18.7% | +3.4% |
| 3Y | +99.9% | -75.3% | +175.2% | +100.8% |
| 5Y | +131.4% | -86.3% | +217.8% | +134.8% |
| 10Y | +433.2% | +117.7% | +315.5% | +366.2% |
| All | +377.8% | +83.3% | +294.5% | +310.2% |
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