+22.1%
WULF vs SEDG
+83.3%
-61.1%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.4% | -10.2% | -6.4% |
| 7D | -0.6% | +8.7% | -9.3% | -1.8% |
| 30D | -3.6% | +10.3% | -14.0% | -5.3% |
| 3M | -30.4% | -32.6% | +2.2% | -27.1% |
| 6M | +12.5% | -3.6% | +16.0% | +10.1% |
| YTD | +40.5% | +27.4% | +13.1% | +32.4% |
| 1Y | +53.0% | +24.9% | +28.1% | +43.5% |
| 3Y | +796.7% | -75.3% | +872.0% | +830.3% |
| 5Y | -30.9% | -86.3% | +55.4% | -24.9% |
| 10Y | +76.1% | +117.7% | -41.6% | +102.8% |
| All | +22.1% | +83.3% | -61.1% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling