+0.7%
ENPH vs WOLF
+44.0%
-43.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.1% |
| 7D | -0.1% | -8.6% | +8.5% | +2.0% |
| 30D | -10.8% | -18.3% | +7.4% | -7.2% |
| 3M | -33.8% | -43.1% | +9.3% | -27.0% |
| 6M | -16.1% | +42.4% | -58.5% | -16.0% |
| YTD | +13.4% | +48.9% | -35.5% | +13.3% |
| All | +0.7% | +44.0% | -43.3% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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