+1,919.4%
ENPH vs NWSA
+149.4%
+1,770.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.1% | -2.8% | +2.7% | +1.4% |
| 30D | -10.8% | +3.0% | -13.9% | -12.4% |
| 3M | -33.8% | +12.3% | -46.1% | -39.0% |
| 6M | -16.1% | +21.9% | -38.0% | -27.1% |
| YTD | +13.4% | +13.6% | -0.1% | +1.8% |
| 1Y | -2.6% | +0.5% | -3.1% | -6.2% |
| 3Y | -70.3% | +43.8% | -114.0% | -76.9% |
| 5Y | -77.0% | +41.2% | -118.2% | -82.4% |
| All | +1,919.4% | +149.4% | +1,770.1% | +974.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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