+428.1%
WMT vs ENPH
+1,908.3%
-1,480.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -7.4% | -10.8% | +3.4% | -7.2% |
| 3M | -10.9% | -33.8% | +23.0% | -10.3% |
| 6M | -12.7% | -16.1% | +3.4% | -12.9% |
| YTD | -3.2% | +13.4% | -16.6% | -4.4% |
| 1Y | +5.3% | -2.6% | +7.9% | +4.3% |
| 3Y | +101.9% | -70.3% | +172.1% | +103.6% |
| 5Y | +134.6% | -77.0% | +211.6% | +136.3% |
| All | +428.1% | +1,908.3% | -1,480.2% | +376.4% |
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 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