+255.2%
ENPH vs WAB
+761.6%
-506.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.8% | -2.1% |
| 7D | -8.4% | +5.1% | -13.5% | -11.6% |
| 30D | -11.2% | +4.0% | -15.2% | -13.7% |
| 3M | -36.1% | +0.1% | -36.2% | -36.4% |
| 6M | -37.9% | +12.8% | -50.7% | -43.4% |
| YTD | -18.7% | +40.1% | -58.7% | -36.3% |
| 1Y | -9.8% | +46.4% | -56.2% | -31.4% |
| 3Y | -66.8% | +167.4% | -234.2% | -84.3% |
| 5Y | -89.6% | +215.0% | -304.7% | -95.5% |
| 10Y | +2,186.8% | +269.2% | +1,917.7% | +609.0% |
| All | +255.2% | +761.6% | -506.4% | -50.9% |
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