+75.0%
EVRG vs WU
-28.7%
+103.7%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.3% |
| 30D | -1.2% | -2.9% | +1.7% | -1.0% |
| 3M | -0.6% | -2.3% | +1.6% | -0.8% |
| 6M | +2.4% | -25.4% | +27.8% | +4.4% |
| YTD | +15.5% | -21.2% | +36.7% | +17.0% |
| 1Y | +16.8% | -8.9% | +25.7% | +16.2% |
| 3Y | +75.0% | -29.0% | +104.0% | +76.8% |
| All | +75.0% | -28.7% | +103.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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