-56.2%
BBWI vs EVRG
+113.9%
-170.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.8% |
| 30D | +3.5% | -1.2% | +4.7% | +4.1% |
| 3M | -0.3% | -0.6% | +0.3% | 0.0% |
| 6M | -5.4% | +2.4% | -7.8% | -6.6% |
| YTD | -4.7% | +15.5% | -20.2% | -11.5% |
| 1Y | -30.5% | +16.8% | -47.3% | -36.1% |
| 3Y | -44.3% | +75.0% | -119.3% | -59.0% |
| 5Y | -66.9% | +49.3% | -116.2% | -73.8% |
| All | -56.2% | +113.9% | -170.1% | -69.0% |
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