+395.5%
ENPH vs WST
+1,615.8%
-1,220.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -6.6% | -3.1% | -3.5% | -5.3% |
| 3M | -46.8% | +7.2% | -54.0% | -48.5% |
| 6M | -14.7% | +36.8% | -51.6% | -26.0% |
| YTD | +13.5% | +23.8% | -10.4% | +2.3% |
| 1Y | -0.4% | +37.8% | -38.2% | -15.1% |
| 3Y | -71.7% | -15.9% | -55.9% | -73.1% |
| 5Y | -79.1% | -25.8% | -53.3% | -79.0% |
| 10Y | +1,898.4% | +319.6% | +1,578.8% | +603.4% |
| All | +395.5% | +1,615.8% | -1,220.3% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling