+152.3%
W vs EVRG
+113.2%
+39.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.8% | -2.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -5.6% | 0.0% | -5.6% | -5.6% |
| 3M | +41.9% | -1.0% | +42.9% | +42.5% |
| 6M | +30.2% | +1.0% | +29.3% | +29.3% |
| YTD | -2.9% | +15.1% | -18.0% | -9.4% |
| 1Y | +11.6% | +17.6% | -6.0% | +3.0% |
| 3Y | +37.0% | +70.5% | -33.5% | +5.7% |
| 5Y | -62.8% | +48.9% | -111.7% | -69.7% |
| All | +152.3% | +113.2% | +39.1% | +86.6% |
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 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