+589.7%
WMT vs ENPH
+417.7%
+171.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.8% | -7.8% | -1.2% |
| 7D | +0.1% | +9.3% | -9.1% | -0.1% |
| 30D | -5.0% | -7.3% | +2.3% | -4.8% |
| 3M | -11.3% | -31.7% | +20.4% | -10.7% |
| 6M | -13.8% | -3.5% | -10.3% | -14.2% |
| YTD | -4.2% | +21.2% | -25.4% | -5.5% |
| 1Y | +4.6% | +0.1% | +4.5% | +3.6% |
| 3Y | +100.5% | -67.7% | +168.2% | +101.9% |
| 5Y | +129.7% | -76.2% | +205.9% | +131.0% |
| 10Y | +423.4% | +2,057.2% | -1,633.8% | +356.5% |
| All | +589.7% | +417.7% | +171.9% | +499.1% |
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