-69.8%
ENPH vs WSM
+226.4%
-296.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +1.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | -12.9% | -10.7% | -2.1% | -8.1% |
| 3M | -27.1% | +8.5% | -35.6% | -29.7% |
| 6M | -15.4% | +19.6% | -35.1% | -21.9% |
| YTD | +15.0% | +26.6% | -11.6% | +3.5% |
| 1Y | -0.7% | +12.0% | -12.7% | -6.1% |
| All | -69.8% | +226.4% | -296.3% | -83.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling