+86.1%
WULF vs SEDG
+3.4%
+82.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +7.6% | +8.9% | -1.3% | +5.1% |
| 30D | -8.6% | +0.9% | -9.5% | -9.3% |
| 3M | -37.0% | -53.2% | +16.3% | -25.1% |
| 6M | +7.4% | -9.9% | +17.3% | +3.3% |
| YTD | +43.7% | +18.5% | +25.1% | +29.1% |
| 1Y | +86.1% | +0.1% | +86.0% | +79.6% |
| All | +86.1% | +3.4% | +82.7% | +79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling