+1,919.4%
ENPH vs GWW
+570.2%
+1,349.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -0.1% | -3.4% | +3.3% | +1.7% |
| 30D | -10.8% | -1.9% | -8.9% | -10.0% |
| 3M | -33.8% | -2.4% | -31.4% | -33.3% |
| 6M | -16.1% | +15.7% | -31.9% | -23.1% |
| YTD | +13.4% | +27.6% | -14.2% | -0.9% |
| 1Y | -2.6% | +27.2% | -29.8% | -14.7% |
| 3Y | -70.3% | +89.7% | -159.9% | -79.6% |
| 5Y | -77.0% | +223.9% | -300.9% | -88.2% |
| All | +1,919.4% | +570.2% | +1,349.3% | +807.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling