+395.5%
ENPH vs WAT
+343.6%
+51.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -2.4% | -1.3% | -1.1% | -1.6% |
| 30D | -6.6% | +2.3% | -9.0% | -7.8% |
| 3M | -46.8% | +8.7% | -55.6% | -49.5% |
| 6M | -14.7% | +28.3% | -43.1% | -28.3% |
| YTD | +13.5% | +7.8% | +5.7% | +5.6% |
| 1Y | -0.4% | +36.6% | -37.0% | -21.0% |
| 3Y | -71.7% | +45.7% | -117.4% | -79.9% |
| 5Y | -79.1% | -3.3% | -75.8% | -80.7% |
| 10Y | +1,898.4% | +162.1% | +1,736.2% | +686.1% |
| All | +395.5% | +343.6% | +51.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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