+303.5%
WDAY vs ENPH
+680.5%
-377.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.7% | +5.7% | +3.3% |
| 7D | +1.8% | -8.4% | +10.3% | +2.8% |
| 30D | +4.1% | -11.2% | +15.2% | +5.1% |
| 3M | -4.8% | -36.1% | +31.2% | -0.5% |
| 6M | +68.6% | -37.9% | +106.6% | +73.3% |
| YTD | -8.5% | -18.7% | +10.1% | -10.7% |
| 1Y | -12.1% | -9.8% | -2.3% | -15.3% |
| 3Y | -13.2% | -66.8% | +53.6% | -11.1% |
| 5Y | -33.7% | -89.6% | +55.9% | -23.9% |
| 10Y | +137.4% | +2,186.8% | -2,049.4% | +43.6% |
| All | +303.5% | +680.5% | -377.1% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling