-31.1%
WDAY vs ENPH
-77.5%
+46.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +0.5% |
| 7D | -7.4% | +3.4% | -10.8% | -7.8% |
| 30D | +1.0% | -10.3% | +11.3% | +2.1% |
| 3M | +32.7% | -31.4% | +64.1% | +37.4% |
| 6M | +25.6% | -10.1% | +35.7% | +22.5% |
| YTD | -13.4% | +14.6% | -27.9% | -19.5% |
| 1Y | -19.4% | -3.2% | -16.1% | -23.6% |
| 3Y | -25.8% | -69.5% | +43.7% | -21.7% |
| 5Y | -31.1% | -77.2% | +46.2% | -28.2% |
| All | -31.1% | -77.5% | +46.4% | -28.2% |
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