+142.7%
WFC vs ENPH
+1,936.5%
-1,793.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.3% | +1.5% | -1.2% | +0.1% |
| 30D | +2.3% | -12.9% | +15.1% | +3.2% |
| 3M | +9.8% | -27.1% | +36.9% | +11.7% |
| 6M | +15.6% | -15.4% | +31.0% | +15.3% |
| YTD | -2.4% | +15.0% | -17.5% | -5.4% |
| 1Y | +13.8% | -0.7% | +14.5% | +11.2% |
| 3Y | +134.6% | -69.3% | +204.0% | +141.6% |
| 5Y | +127.9% | -76.7% | +204.6% | +133.4% |
| All | +142.7% | +1,936.5% | -1,793.8% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling