+278.6%
WFC vs ENPH
+247.6%
+31.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +2.5% | -8.4% | +10.9% | +3.1% |
| 30D | +7.0% | -11.2% | +18.2% | +7.6% |
| 3M | -1.8% | -36.1% | +34.3% | +0.8% |
| 6M | +18.4% | -37.9% | +56.3% | +20.7% |
| YTD | -5.6% | -18.7% | +13.1% | -6.4% |
| 1Y | +3.9% | -9.8% | +13.7% | +2.2% |
| 3Y | +126.3% | -66.8% | +193.1% | +130.6% |
| 5Y | +91.1% | -89.6% | +180.8% | +106.3% |
| 10Y | +118.5% | +2,186.8% | -2,068.3% | +63.3% |
| All | +278.6% | +247.6% | +31.0% | +192.6% |
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