+258.0%
WPM vs SEDG
-75.7%
+333.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.0% |
| 7D | -3.6% | +8.7% | -12.3% | -4.2% |
| 30D | +12.5% | +10.3% | +2.1% | +11.6% |
| 3M | +40.6% | -32.6% | +73.2% | +43.1% |
| 6M | +0.5% | -3.6% | +4.1% | -1.3% |
| YTD | +29.0% | +27.4% | +1.7% | +23.8% |
| 1Y | +43.8% | +24.9% | +18.9% | +37.4% |
| All | +258.0% | -75.7% | +333.8% | +286.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling