-47.7%
BBWI vs EVRG
+124.6%
-172.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | +0.1% | +1.4% | -1.3% | -0.6% |
| 30D | +12.9% | +7.4% | +5.5% | +8.9% |
| 3M | +16.0% | +7.2% | +8.8% | +12.1% |
| 6M | +16.6% | +9.5% | +7.1% | +11.5% |
| YTD | +9.7% | +25.6% | -15.8% | -2.2% |
| 1Y | +1.5% | +20.4% | -18.9% | -7.9% |
| 3Y | -21.4% | +108.8% | -130.2% | -46.9% |
| 5Y | -67.6% | +68.0% | -135.5% | -75.8% |
| All | -47.7% | +124.6% | -172.3% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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