+302.1%
WDAY vs ENPH
+988.9%
-686.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.4% |
| 7D | -4.4% | -2.4% | -2.0% | -4.1% |
| 30D | +14.7% | -6.6% | +21.4% | +15.6% |
| 3M | +32.4% | -46.8% | +79.2% | +41.0% |
| 6M | +36.9% | -14.7% | +51.6% | +35.4% |
| YTD | -8.8% | +13.5% | -22.3% | -13.8% |
| 1Y | -15.3% | -0.4% | -14.9% | -19.0% |
| 3Y | -21.2% | -71.7% | +50.5% | -17.0% |
| 5Y | -29.5% | -79.1% | +49.6% | -25.3% |
| 10Y | +120.0% | +1,898.4% | -1,778.3% | +33.1% |
| All | +302.1% | +988.9% | -686.8% | +159.6% |
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