+2,047.2%
EVRG vs WSM
+34,755.7%
-32,708.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | +1.1% | -3.3% | +4.4% | +1.4% |
| 30D | -1.0% | -8.4% | +7.4% | -0.2% |
| 3M | +0.4% | +9.7% | -9.3% | -0.6% |
| 6M | -0.8% | +16.7% | -17.5% | -2.5% |
| YTD | +15.3% | +28.7% | -13.3% | +12.3% |
| 1Y | +17.9% | +13.7% | +4.2% | +15.9% |
| 3Y | +71.9% | +230.1% | -158.2% | +49.5% |
| 5Y | +45.3% | +179.0% | -133.7% | +26.0% |
| 10Y | +113.1% | +1,002.5% | -889.5% | +55.7% |
| All | +2,047.2% | +34,755.7% | -32,708.5% | +1,135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling