+20.1%
W vs EVRG
+17.4%
+2.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -4.2% | +1.1% | -5.3% | -4.3% |
| 30D | -7.6% | -1.0% | -6.6% | -7.4% |
| 3M | +37.2% | +0.4% | +36.8% | +37.9% |
| 6M | +26.3% | -0.8% | +27.2% | +27.5% |
| YTD | -1.0% | +15.3% | -16.3% | -2.6% |
| 1Y | +20.1% | +17.9% | +2.2% | +14.6% |
| All | +20.1% | +17.4% | +2.6% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling