-75.9%
ENPH vs WING
-34.3%
-41.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.5% | +6.7% |
| 7D | +9.3% | -0.1% | +9.4% | +9.2% |
| 30D | -7.3% | -6.0% | -1.2% | -6.0% |
| 3M | -31.7% | -23.5% | -8.3% | -26.6% |
| 6M | -3.5% | -52.0% | +48.5% | +19.7% |
| YTD | +21.2% | -53.8% | +75.0% | +51.0% |
| 1Y | +0.1% | -63.8% | +63.9% | +34.6% |
| 3Y | -67.7% | -30.8% | -36.9% | -72.5% |
| All | -75.9% | -34.3% | -41.7% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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