+2,367.9%
ENPH vs WST
+446.4%
+1,921.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.1% | -4.8% | -4.9% |
| 7D | -9.1% | +1.4% | -10.5% | -9.5% |
| 30D | -15.8% | +12.7% | -28.5% | -19.5% |
| 3M | -32.5% | +17.2% | -49.6% | -36.5% |
| 6M | -24.2% | +26.7% | -50.8% | -31.0% |
| YTD | -13.8% | +50.3% | -64.1% | -27.1% |
| 1Y | -15.8% | +50.2% | -66.1% | -28.9% |
| 3Y | -64.6% | +21.7% | -86.3% | -71.2% |
| 5Y | -88.1% | +2.0% | -90.1% | -89.4% |
| 10Y | +2,367.9% | +451.1% | +1,916.8% | +799.0% |
| All | +2,367.9% | +446.4% | +1,921.5% | +799.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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