-25.7%
WDAY vs ENPH
-68.2%
+42.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.8% | -11.6% | -5.1% |
| 7D | -6.1% | +9.3% | -15.4% | -6.4% |
| 30D | +3.7% | -7.3% | +11.0% | +3.9% |
| 3M | +29.6% | -31.7% | +61.3% | +31.4% |
| 6M | +23.3% | -3.5% | +26.8% | +21.1% |
| YTD | -13.3% | +21.2% | -34.4% | -16.5% |
| 1Y | -19.6% | +0.1% | -19.7% | -22.0% |
| 3Y | -25.7% | -67.7% | +42.0% | -25.8% |
| All | -25.7% | -68.2% | +42.5% | -25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling