+402.2%
ENPH vs WTW
+336.7%
+65.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +1.5% | -7.8% | +9.3% | +5.8% |
| 30D | -12.9% | -7.9% | -5.0% | -9.3% |
| 3M | -27.1% | +19.9% | -47.1% | -34.8% |
| 6M | -15.4% | +9.8% | -25.2% | -22.2% |
| YTD | +15.0% | -3.3% | +18.4% | +13.1% |
| 1Y | -0.7% | -3.3% | +2.6% | -2.9% |
| 3Y | -69.3% | +61.5% | -130.9% | -79.4% |
| 5Y | -76.7% | +42.6% | -119.3% | -83.1% |
| 10Y | +1,947.8% | +197.1% | +1,750.7% | +662.3% |
| All | +402.2% | +336.7% | +65.5% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling