+13,668.0%
GWW vs EVRG
+2,060.4%
+11,607.6%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.5% | +0.6% | -1.0% | -0.7% |
| 30D | -1.4% | -0.2% | -1.2% | -1.4% |
| 3M | -3.6% | -0.5% | -3.2% | -3.6% |
| 6M | +15.1% | +0.2% | +14.9% | +14.8% |
| YTD | +27.5% | +14.9% | +12.6% | +21.2% |
| 1Y | +29.6% | +18.2% | +11.4% | +21.8% |
| 3Y | +90.1% | +70.2% | +19.9% | +56.0% |
| 5Y | +222.6% | +45.3% | +177.3% | +178.7% |
| 10Y | +566.5% | +112.4% | +454.1% | +397.6% |
| All | +13,668.0% | +2,060.4% | +11,607.6% | +5,713.8% |
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 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