+163.6%
W vs EVRG
+268.2%
-104.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | -4.2% | +1.1% | -5.3% | -4.6% |
| 30D | -7.6% | -1.0% | -6.6% | -7.2% |
| 3M | +37.2% | +0.4% | +36.8% | +36.9% |
| 6M | +26.3% | -0.8% | +27.2% | +26.4% |
| YTD | -1.0% | +15.3% | -16.3% | -7.0% |
| 1Y | +20.1% | +17.9% | +2.2% | +11.7% |
| 3Y | +37.8% | +71.9% | -34.1% | +8.9% |
| 5Y | -63.7% | +45.3% | -108.9% | -69.4% |
| 10Y | +156.3% | +113.1% | +43.3% | +93.8% |
| All | +163.6% | +268.2% | -104.6% | +43.3% |
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