-22.1%
WULF vs ENPH
+8.1%
-30.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.7% | -10.3% | -7.8% |
| 7D | -12.8% | +26.3% | -39.1% | -19.3% |
| 30D | -20.9% | -5.7% | -15.2% | -19.9% |
| 3M | -38.0% | -24.5% | -13.6% | -32.7% |
| 6M | -47.5% | -3.0% | -44.5% | -46.9% |
| YTD | +1.8% | -1.6% | +3.4% | -4.1% |
| 1Y | -22.1% | +8.8% | -30.8% | -31.6% |
| All | -22.1% | +8.1% | -30.2% | -31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling