+225.5%
GWW vs EVRG
+48.0%
+177.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | -2.4% | -0.6% | -1.8% | -2.4% |
| 6M | +15.7% | +2.4% | +13.3% | +14.3% |
| YTD | +27.6% | +15.5% | +12.1% | +20.1% |
| 1Y | +27.2% | +16.8% | +10.4% | +18.8% |
| 3Y | +89.7% | +75.0% | +14.7% | +47.1% |
| All | +225.5% | +48.0% | +177.5% | +175.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling