+1,919.4%
ENPH vs WCN
+235.9%
+1,683.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | -0.1% | -3.1% | +3.1% | +2.0% |
| 30D | -10.8% | -3.4% | -7.5% | -8.8% |
| 3M | -33.8% | +3.0% | -36.8% | -36.1% |
| 6M | -16.1% | -3.8% | -12.4% | -16.3% |
| YTD | +13.4% | -8.3% | +21.7% | +17.0% |
| 1Y | -2.6% | -9.7% | +7.1% | +1.1% |
| 3Y | -70.3% | +17.2% | -87.4% | -75.7% |
| 5Y | -77.0% | +25.3% | -102.3% | -82.2% |
| All | +1,919.4% | +235.9% | +1,683.6% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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