+74.1%
EVRG vs WCC
+129.2%
-55.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +0.6% | +6.8% | -6.2% | +0.3% |
| 30D | -0.2% | -3.0% | +2.8% | -0.1% |
| 3M | -0.5% | +0.2% | -0.7% | -0.5% |
| 6M | +0.2% | +33.2% | -33.0% | -1.6% |
| YTD | +14.9% | +45.8% | -30.9% | +12.1% |
| 1Y | +18.2% | +68.4% | -50.2% | +14.1% |
| All | +74.1% | +129.2% | -55.1% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · 6 months rolling