+692.0%
WELL vs ENPH
+247.6%
+444.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | +0.1% | -8.4% | +8.5% | +0.6% |
| 30D | +5.7% | -11.2% | +16.8% | +6.2% |
| 3M | +4.6% | -36.1% | +40.7% | +6.8% |
| 6M | +11.9% | -37.9% | +49.8% | +13.3% |
| YTD | +33.6% | -18.7% | +52.2% | +32.0% |
| 1Y | +29.8% | -9.8% | +39.6% | +27.4% |
| 3Y | +202.2% | -66.8% | +269.0% | +205.6% |
| 5Y | +223.2% | -89.6% | +312.9% | +243.8% |
| 10Y | +461.7% | +2,186.8% | -1,725.2% | +352.9% |
| All | +692.0% | +247.6% | +444.4% | +546.9% |
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