-77.3%
ENPH vs WTW
+42.0%
-119.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | -5.7% | +5.7% | +1.7% |
| 30D | -10.8% | -7.3% | -3.6% | -8.9% |
| 3M | -33.8% | +21.5% | -55.3% | -38.3% |
| 6M | -16.1% | +9.6% | -25.8% | -19.6% |
| YTD | +13.4% | -3.3% | +16.7% | +15.0% |
| 1Y | -2.6% | -6.1% | +3.5% | 0.0% |
| 3Y | -70.3% | +61.8% | -132.1% | -80.0% |
| All | -77.3% | +42.0% | -119.3% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling