-76.7%
ENPH vs NWSA
+39.0%
-115.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | +1.5% | -4.8% | +6.3% | +4.0% |
| 30D | -12.9% | +3.0% | -15.8% | -14.3% |
| 3M | -27.1% | +9.3% | -36.4% | -31.6% |
| 6M | -15.4% | +23.2% | -38.6% | -27.0% |
| YTD | +15.0% | +13.3% | +1.7% | +3.6% |
| 1Y | -0.7% | +2.9% | -3.6% | -5.1% |
| 3Y | -69.3% | +43.3% | -112.7% | -76.8% |
| 5Y | -76.7% | +40.9% | -117.6% | -84.0% |
| All | -76.7% | +39.0% | -115.7% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling