+128.3%
WFC vs ENPH
-77.5%
+205.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.4% | +7.4% | +2.3% |
| 7D | +0.4% | +3.4% | -2.9% | +0.2% |
| 30D | +2.5% | -10.3% | +12.7% | +3.1% |
| 3M | +10.0% | -31.4% | +41.4% | +12.2% |
| 6M | +15.1% | -10.1% | +25.2% | +14.2% |
| YTD | -2.2% | +14.6% | -16.8% | -5.1% |
| 1Y | +13.5% | -3.2% | +16.7% | +11.1% |
| 3Y | +135.2% | -69.5% | +204.7% | +142.4% |
| 5Y | +128.3% | -77.2% | +205.6% | +142.4% |
| All | +128.3% | -77.5% | +205.9% | +142.4% |
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