+688.6%
EVRG vs WU
-21.6%
+710.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.5% |
| 7D | +0.9% | -0.8% | +1.7% | +1.1% |
| 30D | -0.5% | -1.1% | +0.6% | -0.4% |
| 3M | +1.5% | -1.8% | +3.3% | +0.9% |
| 6M | +1.2% | -23.9% | +25.1% | +7.0% |
| YTD | +16.3% | -20.4% | +36.7% | +21.3% |
| 1Y | +20.3% | -10.6% | +30.8% | +20.9% |
| 3Y | +72.3% | -27.7% | +100.1% | +79.9% |
| 5Y | +46.7% | -51.1% | +97.8% | +67.4% |
| 10Y | +113.8% | -40.7% | +154.5% | +126.8% |
| All | +688.6% | -21.6% | +710.2% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling