+195.5%
W vs EVRG
+298.6%
-103.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -1.7% | +1.0% | -2.7% | -2.0% |
| 30D | +3.2% | +7.5% | -4.2% | +0.2% |
| 3M | +8.3% | +6.8% | +1.5% | +5.4% |
| 6M | +84.3% | +7.7% | +76.5% | +78.7% |
| YTD | +11.0% | +24.9% | -13.8% | +1.0% |
| 1Y | -0.2% | +18.1% | -18.3% | -7.2% |
| 3Y | +157.9% | +101.9% | +56.0% | +91.4% |
| 5Y | -56.8% | +67.0% | -123.8% | -65.5% |
| 10Y | +212.2% | +123.3% | +88.9% | +129.2% |
| All | +195.5% | +298.6% | -103.0% | +55.6% |
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 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