+525.4%
WPM vs SEDG
+106.4%
+419.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.6% | +7.7% | +2.6% |
| 7D | -0.6% | +1.4% | -2.0% | -0.8% |
| 30D | +14.4% | +8.3% | +6.1% | +13.4% |
| 3M | +37.0% | -40.7% | +77.6% | +41.6% |
| 6M | +4.1% | -3.9% | +8.0% | +1.5% |
| YTD | +31.7% | +20.2% | +11.5% | +25.4% |
| 1Y | +44.2% | +17.6% | +26.6% | +36.1% |
| 3Y | +265.5% | -76.6% | +342.1% | +278.6% |
| 5Y | +262.5% | -87.1% | +349.6% | +287.7% |
| All | +525.4% | +106.4% | +419.0% | +427.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling