+409.0%
WMB vs ENPH
+384.9%
+24.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +0.6% | -2.4% | +2.9% | +0.7% |
| 30D | +3.3% | -6.6% | +9.9% | +3.7% |
| 3M | +3.1% | -46.8% | +50.0% | +7.7% |
| 6M | -0.7% | -14.7% | +14.0% | -0.9% |
| YTD | +25.2% | +13.5% | +11.7% | +20.9% |
| 1Y | +32.9% | -0.4% | +33.3% | +29.1% |
| 3Y | +140.6% | -71.7% | +212.3% | +149.6% |
| 5Y | +273.5% | -79.1% | +352.5% | +283.8% |
| 10Y | +334.2% | +1,898.4% | -1,564.1% | +177.6% |
| All | +409.0% | +384.9% | +24.1% | +234.2% |
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