+1,940.0%
ENPH vs WST
+325.7%
+1,614.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +3.4% | -1.7% | +5.0% | +4.0% |
| 30D | -10.3% | -4.3% | -6.0% | -8.8% |
| 3M | -31.4% | +0.7% | -32.1% | -31.6% |
| 6M | -10.1% | +36.0% | -46.2% | -20.6% |
| YTD | +14.6% | +22.7% | -8.2% | +4.9% |
| 1Y | -3.2% | +34.1% | -37.3% | -15.0% |
| 3Y | -69.5% | -13.6% | -55.9% | -71.0% |
| 5Y | -77.2% | -26.0% | -51.3% | -76.7% |
| 10Y | +1,940.0% | +335.8% | +1,604.2% | +883.0% |
| All | +1,940.0% | +325.7% | +1,614.3% | +883.0% |
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