+111.3%
EVRG vs WSM
+1,071.8%
-960.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.2% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | -1.2% | -7.7% | +6.5% | -0.4% |
| 3M | -0.6% | +3.8% | -4.4% | -1.1% |
| 6M | +2.4% | +22.7% | -20.2% | 0.0% |
| YTD | +15.5% | +28.0% | -12.6% | +12.0% |
| 1Y | +16.8% | +12.7% | +4.1% | +14.7% |
| 3Y | +75.0% | +231.3% | -156.3% | +46.5% |
| 5Y | +49.3% | +177.2% | -127.8% | +25.0% |
| All | +111.3% | +1,071.8% | -960.5% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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