+1,919.4%
ENPH vs WTW
+198.0%
+1,721.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | -5.7% | +5.7% | +2.5% |
| 30D | -10.8% | -7.3% | -3.6% | -8.0% |
| 3M | -33.8% | +21.5% | -55.3% | -40.2% |
| 6M | -16.1% | +9.6% | -25.8% | -21.6% |
| YTD | +13.4% | -3.3% | +16.7% | +12.4% |
| 1Y | -2.6% | -6.1% | +3.5% | -2.3% |
| 3Y | -70.3% | +61.8% | -132.1% | -79.2% |
| 5Y | -77.0% | +42.7% | -119.7% | -82.7% |
| All | +1,919.4% | +198.0% | +1,721.4% | +682.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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