+591.5%
EWT vs EVRG
+1,475.9%
-884.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.6% |
| 7D | +2.1% | +0.6% | +1.6% | +1.9% |
| 30D | +9.4% | -0.2% | +9.6% | +9.4% |
| 3M | +10.9% | -0.5% | +11.3% | +10.8% |
| 6M | +57.9% | +0.2% | +57.8% | +57.1% |
| YTD | +75.9% | +14.9% | +61.0% | +66.5% |
| 1Y | +89.7% | +18.2% | +71.5% | +77.5% |
| 3Y | +200.9% | +70.2% | +130.7% | +144.1% |
| 5Y | +154.5% | +45.3% | +109.2% | +115.2% |
| 10Y | +520.8% | +112.4% | +408.4% | +324.2% |
| All | +591.5% | +1,475.9% | -884.4% | +131.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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