+561.8%
GWW vs EVRG
+113.9%
+447.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | -1.2% | -0.7% | -1.4% |
| 3M | -2.4% | -0.6% | -1.8% | -2.3% |
| 6M | +15.7% | +2.4% | +13.3% | +14.2% |
| YTD | +27.6% | +15.5% | +12.1% | +19.3% |
| 1Y | +27.2% | +16.8% | +10.4% | +18.1% |
| 3Y | +89.7% | +75.0% | +14.7% | +44.9% |
| 5Y | +223.9% | +49.3% | +174.6% | +165.1% |
| All | +561.8% | +113.9% | +447.8% | +374.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling