+429.0%
ENPH vs GWW
+642.8%
-213.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.7% | +9.4% | +8.4% |
| 7D | +9.3% | -1.5% | +10.8% | +10.1% |
| 30D | -7.3% | +1.1% | -8.4% | -8.1% |
| 3M | -31.7% | -1.0% | -30.7% | -31.8% |
| 6M | -3.5% | +16.3% | -19.8% | -13.0% |
| YTD | +21.2% | +28.5% | -7.4% | +3.2% |
| 1Y | +0.1% | +30.3% | -30.2% | -15.5% |
| 3Y | -67.7% | +91.6% | -159.3% | -79.4% |
| 5Y | -76.2% | +224.0% | -300.2% | -89.3% |
| 10Y | +2,057.2% | +551.3% | +1,505.9% | +466.1% |
| All | +429.0% | +642.8% | -213.8% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling