+111.3%
EVRG vs NWSA
+149.4%
-38.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -2.8% | +2.9% | +0.7% |
| 30D | -1.2% | +3.0% | -4.3% | -1.9% |
| 3M | -0.6% | +12.3% | -12.9% | -3.2% |
| 6M | +2.4% | +21.9% | -19.4% | -2.1% |
| YTD | +15.5% | +13.6% | +1.9% | +11.7% |
| 1Y | +16.8% | +0.5% | +16.3% | +15.9% |
| 3Y | +75.0% | +43.8% | +31.2% | +58.4% |
| 5Y | +49.3% | +41.2% | +8.2% | +32.7% |
| All | +111.3% | +149.4% | -38.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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