+322.3%
EVRG vs NWSA
+123.2%
+199.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.2% |
| 7D | +0.9% | -2.6% | +3.5% | +1.4% |
| 30D | -0.5% | +4.6% | -5.1% | -1.4% |
| 3M | +1.5% | +10.2% | -8.7% | -0.6% |
| 6M | +1.2% | +21.6% | -20.5% | -3.0% |
| YTD | +16.3% | +14.6% | +1.7% | +12.6% |
| 1Y | +20.3% | +0.4% | +19.9% | +19.4% |
| 3Y | +72.3% | +45.0% | +27.3% | +57.3% |
| 5Y | +46.7% | +41.3% | +5.4% | +31.9% |
| 10Y | +113.8% | +142.8% | -29.0% | +57.8% |
| All | +322.3% | +123.2% | +199.1% | +213.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling