+355.9%
EVRG vs NWSA
+102.5%
+253.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.1% |
| 7D | +1.4% | +2.2% | -0.8% | +1.0% |
| 30D | +7.4% | -8.8% | +16.2% | +8.9% |
| 3M | +7.2% | -6.5% | +13.7% | +8.1% |
| 6M | +9.5% | +1.5% | +8.0% | +8.4% |
| YTD | +25.6% | +4.0% | +21.5% | +23.4% |
| 1Y | +20.4% | +3.4% | +16.9% | +18.3% |
| 3Y | +108.8% | +34.8% | +74.0% | +92.6% |
| 5Y | +68.0% | +18.4% | +49.6% | +56.1% |
| 10Y | +124.6% | +149.2% | -24.6% | +65.8% |
| All | +355.9% | +102.5% | +253.3% | +243.7% |
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