+264.9%
ENPH vs WWD
+750.4%
-485.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.4% | -4.3% |
| 7D | -7.6% | +8.2% | -15.7% | -11.6% |
| 30D | -16.4% | -0.2% | -16.2% | -16.2% |
| 3M | -34.3% | -8.4% | -25.9% | -31.2% |
| 6M | -28.5% | -9.5% | -19.0% | -25.8% |
| YTD | -16.4% | +10.1% | -26.5% | -23.1% |
| 1Y | -12.8% | +21.6% | -34.4% | -24.6% |
| 3Y | -65.7% | +149.6% | -215.2% | -81.8% |
| 5Y | -89.4% | +191.3% | -280.7% | -95.0% |
| 10Y | +2,249.1% | +455.2% | +1,794.0% | +506.4% |
| All | +264.9% | +750.4% | -485.6% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling