+255.1%
WPM vs SEDG
-86.8%
+341.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.4% | -8.1% | -4.1% |
| 7D | -3.6% | +8.7% | -12.3% | -4.3% |
| 30D | +12.5% | +10.3% | +2.1% | +11.4% |
| 3M | +40.6% | -32.6% | +73.2% | +43.7% |
| 6M | +0.5% | -3.6% | +4.1% | -1.9% |
| YTD | +29.0% | +27.4% | +1.7% | +22.3% |
| 1Y | +43.8% | +24.9% | +18.9% | +35.3% |
| 3Y | +266.3% | -75.3% | +341.6% | +297.6% |
| 5Y | +255.1% | -86.3% | +341.4% | +306.9% |
| All | +255.1% | -86.8% | +341.9% | +306.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling