+1,947.8%
ENPH vs WWD
+490.2%
+1,457.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +1.1% |
| 7D | +1.5% | -2.9% | +4.4% | +2.9% |
| 30D | -12.9% | -6.6% | -6.3% | -10.0% |
| 3M | -27.1% | -9.3% | -17.8% | -24.3% |
| 6M | -15.4% | -13.6% | -1.8% | -10.7% |
| YTD | +15.0% | +10.4% | +4.7% | +7.0% |
| 1Y | -0.7% | +39.9% | -40.6% | -18.9% |
| 3Y | -69.3% | +165.0% | -234.4% | -83.1% |
| 5Y | -76.7% | +183.8% | -260.5% | -88.0% |
| All | +1,947.8% | +490.2% | +1,457.5% | +688.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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