+395.5%
ENPH vs WAB
+717.9%
-322.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.6% | -0.3% |
| 7D | -2.4% | -3.2% | +0.8% | -0.1% |
| 30D | -6.6% | -4.4% | -2.2% | -3.6% |
| 3M | -46.8% | +7.9% | -54.7% | -50.0% |
| 6M | -14.7% | +8.7% | -23.5% | -20.2% |
| YTD | +13.5% | +33.0% | -19.5% | -7.5% |
| 1Y | -0.4% | +46.7% | -47.1% | -24.2% |
| 3Y | -71.7% | +153.0% | -224.7% | -86.0% |
| 5Y | -79.1% | +222.3% | -301.4% | -91.2% |
| 10Y | +1,898.4% | +291.0% | +1,607.4% | +461.7% |
| All | +395.5% | +717.9% | -322.4% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling