+1,947.8%
ENPH vs WAB
+292.7%
+1,655.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +1.5% | -0.2% | +1.7% | +1.7% |
| 30D | -12.9% | -5.9% | -7.0% | -9.7% |
| 3M | -27.1% | +9.4% | -36.5% | -31.2% |
| 6M | -15.4% | +13.8% | -29.3% | -21.9% |
| YTD | +15.0% | +31.8% | -16.8% | -2.1% |
| 1Y | -0.7% | +48.5% | -49.2% | -21.1% |
| 3Y | -69.3% | +167.0% | -236.3% | -83.2% |
| 5Y | -76.7% | +222.3% | -299.0% | -88.3% |
| All | +1,947.8% | +292.7% | +1,655.1% | +637.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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