+49.6%
EVRG vs NWSA
+40.0%
+9.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -2.8% | +2.9% | +0.5% |
| 30D | -1.2% | +3.0% | -4.3% | -1.7% |
| 3M | -0.6% | +12.3% | -12.9% | -2.5% |
| 6M | +2.4% | +21.9% | -19.4% | -0.9% |
| YTD | +15.5% | +13.6% | +1.9% | +12.8% |
| 1Y | +16.8% | +0.5% | +16.3% | +16.3% |
| 3Y | +75.0% | +43.8% | +31.2% | +62.3% |
| All | +49.6% | +40.0% | +9.6% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling