+287.9%
ENPH vs WST
+1,917.8%
-1,630.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.5% |
| 7D | +11.0% | -3.1% | +14.1% | +12.5% |
| 30D | -15.0% | +9.1% | -24.1% | -18.1% |
| 3M | -28.2% | +14.7% | -42.9% | -32.4% |
| 6M | -20.5% | +28.0% | -48.5% | -28.8% |
| YTD | -11.2% | +45.6% | -56.8% | -25.4% |
| 1Y | -8.7% | +45.7% | -54.3% | -23.4% |
| 3Y | -63.6% | +21.1% | -84.7% | -71.4% |
| 5Y | -88.0% | +0.3% | -88.4% | -89.7% |
| 10Y | +2,333.3% | +449.0% | +1,884.3% | +645.8% |
| All | +287.9% | +1,917.8% | -1,630.0% | -51.1% |
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 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