+7.8%
WBD vs ENPH
-77.4%
+85.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.7% | +1.0% |
| 7D | -0.6% | +1.5% | -2.1% | -0.9% |
| 30D | +4.2% | -12.9% | +17.0% | +6.1% |
| 3M | +7.5% | -27.1% | +34.6% | +11.8% |
| 6M | +1.6% | -15.4% | +17.0% | +1.0% |
| YTD | -2.2% | +15.0% | -17.2% | -9.6% |
| 1Y | +124.9% | -0.7% | +125.6% | +111.5% |
| 3Y | +149.1% | -69.3% | +218.5% | +173.9% |
| 5Y | +7.8% | -76.7% | +84.5% | +17.2% |
| All | +7.8% | -77.4% | +85.2% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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