+292.2%
WAB vs EVRG
+113.9%
+178.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -4.1% | -1.2% | -2.8% | -3.6% |
| 3M | +8.2% | -0.6% | +8.8% | +8.4% |
| 6M | +15.4% | +2.4% | +13.0% | +14.1% |
| YTD | +33.1% | +15.5% | +17.7% | +25.1% |
| 1Y | +48.1% | +16.8% | +31.2% | +38.2% |
| 3Y | +167.7% | +75.0% | +92.7% | +107.7% |
| 5Y | +225.7% | +49.3% | +176.4% | +168.7% |
| All | +292.2% | +113.9% | +178.3% | +179.1% |
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