-76.7%
ENPH vs GWW
+219.8%
-296.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +1.5% | -3.1% | +4.7% | +3.3% |
| 30D | -12.9% | -2.3% | -10.5% | -11.8% |
| 3M | -27.1% | -3.3% | -23.8% | -26.1% |
| 6M | -15.4% | +15.4% | -30.8% | -23.2% |
| YTD | +15.0% | +26.7% | -11.7% | -0.3% |
| 1Y | -0.7% | +29.0% | -29.7% | -14.8% |
| 3Y | -69.3% | +89.0% | -158.3% | -80.4% |
| 5Y | -76.7% | +221.8% | -298.5% | -89.0% |
| All | -76.7% | +219.8% | -296.5% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling