-77.2%
ENPH vs WWD
+191.3%
-268.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.2% |
| 7D | +3.4% | +0.6% | +2.7% | +3.0% |
| 30D | -10.3% | -5.1% | -5.2% | -8.4% |
| 3M | -31.4% | -11.2% | -20.1% | -28.5% |
| 6M | -10.1% | -12.0% | +1.9% | -6.7% |
| YTD | +14.6% | +12.0% | +2.6% | +7.3% |
| 1Y | -3.2% | +42.8% | -46.0% | -18.7% |
| 3Y | -69.5% | +168.9% | -238.4% | -82.1% |
| 5Y | -77.2% | +192.2% | -269.4% | -88.0% |
| All | -77.2% | +191.3% | -268.5% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling