-24.7%
WULF vs SEDG
-87.2%
+62.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.6% | +9.4% | +5.2% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | -2.6% | +8.3% | -10.9% | -5.2% |
| 3M | -34.0% | -40.7% | +6.7% | -26.4% |
| 6M | +10.0% | -3.9% | +13.9% | +4.5% |
| YTD | +45.7% | +20.2% | +25.5% | +30.3% |
| 1Y | +57.3% | +17.6% | +39.7% | +38.7% |
| 3Y | +878.9% | -76.6% | +955.6% | +1,250.1% |
| All | -24.7% | -87.2% | +62.4% | +23.5% |
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