+2,186.8%
ENPH vs WST
+456.5%
+1,730.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -3.1% |
| 7D | -8.4% | +4.2% | -12.7% | -9.8% |
| 30D | -11.2% | +11.2% | -22.4% | -14.7% |
| 3M | -36.1% | +20.4% | -56.4% | -40.5% |
| 6M | -37.9% | +37.9% | -75.8% | -45.2% |
| YTD | -18.7% | +51.8% | -70.5% | -31.5% |
| 1Y | -9.8% | +56.6% | -66.4% | -25.1% |
| 3Y | -66.8% | +24.2% | -91.0% | -73.3% |
| 5Y | -89.6% | +0.7% | -90.3% | -90.7% |
| All | +2,186.8% | +456.5% | +1,730.3% | +720.1% |
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