-89.4%
ENPH vs BWA
+30.6%
-120.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.8% | -5.1% |
| 7D | -7.6% | +7.3% | -14.8% | -11.4% |
| 30D | -16.4% | -15.8% | -0.6% | -7.5% |
| 3M | -34.3% | -25.7% | -8.6% | -22.2% |
| 6M | -28.5% | -19.6% | -8.9% | -18.2% |
| YTD | -16.4% | +14.1% | -30.5% | -24.3% |
| 1Y | -12.8% | +12.2% | -25.0% | -20.2% |
| 3Y | -65.7% | +63.8% | -129.5% | -75.5% |
| 5Y | -89.4% | +28.7% | -118.1% | -92.7% |
| All | -89.4% | +30.6% | -120.0% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling