+484.8%
ENPH vs NWSA
+123.2%
+361.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.9% | +8.6% | +7.8% |
| 7D | +9.3% | -2.6% | +11.9% | +10.8% |
| 30D | -7.3% | +4.6% | -11.8% | -9.7% |
| 3M | -31.7% | +10.2% | -41.9% | -36.7% |
| 6M | -3.5% | +21.6% | -25.1% | -16.7% |
| YTD | +21.2% | +14.6% | +6.5% | +7.4% |
| 1Y | +0.1% | +0.4% | -0.3% | -3.9% |
| 3Y | -67.7% | +45.0% | -112.7% | -75.4% |
| 5Y | -76.2% | +41.3% | -117.5% | -82.1% |
| 10Y | +2,057.2% | +142.8% | +1,914.4% | +942.6% |
| All | +484.8% | +123.2% | +361.6% | +199.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling