-40.6%
ENPH vs WETO
-99.4%
+58.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -1.4% |
| 7D | -0.1% | -4.3% | +4.3% | 0.0% |
| 30D | -10.8% | -39.9% | +29.1% | -13.9% |
| 3M | -33.8% | -97.9% | +64.1% | -27.4% |
| 6M | -16.1% | -95.0% | +78.9% | -15.1% |
| YTD | +13.4% | -97.2% | +110.6% | +15.9% |
| 1Y | -2.6% | -98.9% | +96.3% | +0.7% |
| All | -40.6% | -99.4% | +58.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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