+133.7%
WULF vs ENPH
+391.5%
-257.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.4% | -6.2% | -5.8% |
| 7D | -0.6% | +1.5% | -2.1% | -0.6% |
| 30D | -3.6% | -12.9% | +9.2% | -2.6% |
| 3M | -30.4% | -27.1% | -3.3% | -28.8% |
| 6M | +12.5% | -15.4% | +27.9% | +13.7% |
| YTD | +40.5% | +15.0% | +25.5% | +38.8% |
| 1Y | +53.0% | -0.7% | +53.7% | +52.6% |
| 3Y | +796.7% | -69.3% | +866.0% | +837.1% |
| 5Y | -30.9% | -76.7% | +45.8% | -27.1% |
| 10Y | +76.1% | +1,947.8% | -1,871.7% | +94.3% |
| All | +133.7% | +391.5% | -257.7% | +147.7% |
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