+429.0%
ENPH vs BWA
+114.1%
+314.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.9% | +8.7% | +7.9% |
| 7D | +9.3% | +4.3% | +5.0% | +6.3% |
| 30D | -7.3% | -2.9% | -4.4% | -5.9% |
| 3M | -31.7% | -12.4% | -19.3% | -26.1% |
| 6M | -3.5% | +28.6% | -32.0% | -16.5% |
| YTD | +21.2% | +48.2% | -27.1% | -6.6% |
| 1Y | +0.1% | +50.9% | -50.9% | -24.0% |
| 3Y | -67.7% | +72.2% | -139.9% | -77.9% |
| 5Y | -76.2% | +91.1% | -167.3% | -85.3% |
| 10Y | +2,057.2% | +144.0% | +1,913.2% | +775.9% |
| All | +429.0% | +114.1% | +314.9% | +105.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling