+59.7%
WM vs ENPH
-88.2%
+147.9%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.1% |
| 7D | +1.2% | +11.0% | -9.8% | +1.1% |
| 30D | +13.1% | -15.0% | +28.1% | +13.2% |
| 3M | +3.6% | -28.2% | +31.9% | +3.9% |
| 6M | +8.1% | -20.5% | +28.6% | +7.5% |
| YTD | +8.9% | -11.2% | +20.1% | +7.5% |
| 1Y | +20.3% | -8.7% | +29.0% | +18.7% |
| 3Y | +46.2% | -63.6% | +109.8% | +44.5% |
| All | +59.7% | -88.2% | +147.9% | +65.6% |
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 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