-65.9%
ENPH vs BWA
+64.3%
-130.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.0% |
| 7D | -7.6% | +7.3% | -14.8% | -11.6% |
| 30D | -16.4% | -15.8% | -0.6% | -6.9% |
| 3M | -34.3% | -25.7% | -8.6% | -21.3% |
| 6M | -28.5% | -19.6% | -8.9% | -17.3% |
| YTD | -16.4% | +14.1% | -30.5% | -25.4% |
| 1Y | -12.8% | +12.2% | -25.0% | -21.3% |
| All | -65.9% | +64.3% | -130.2% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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