+1,919.4%
ENPH vs WSM
+1,071.8%
+847.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -0.1% | -0.5% | +0.5% | +0.2% |
| 30D | -10.8% | -7.7% | -3.1% | -7.5% |
| 3M | -33.8% | +3.8% | -37.6% | -35.0% |
| 6M | -16.1% | +22.7% | -38.8% | -23.4% |
| YTD | +13.4% | +28.0% | -14.6% | +1.3% |
| 1Y | -2.6% | +12.7% | -15.3% | -8.0% |
| 3Y | -70.3% | +231.3% | -301.5% | -83.7% |
| 5Y | -77.0% | +177.2% | -254.2% | -87.0% |
| All | +1,919.4% | +1,071.8% | +847.7% | +436.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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