-77.2%
ENPH vs BWA
+89.5%
-166.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.5% |
| 7D | +3.4% | +0.1% | +3.3% | +3.2% |
| 30D | -10.3% | -5.6% | -4.7% | -7.4% |
| 3M | -31.4% | -10.7% | -20.7% | -26.6% |
| 6M | -10.1% | +23.2% | -33.3% | -19.3% |
| YTD | +14.6% | +46.0% | -31.4% | -9.9% |
| 1Y | -3.2% | +51.2% | -54.4% | -25.7% |
| 3Y | -69.5% | +69.6% | -139.0% | -78.8% |
| 5Y | -77.2% | +86.6% | -163.8% | -86.2% |
| All | -77.2% | +89.5% | -166.7% | -86.2% |
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