+261.5%
WAB vs EVRG
+124.6%
+136.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.1% |
| 7D | +5.1% | +1.4% | +3.7% | +4.5% |
| 30D | +4.0% | +7.4% | -3.4% | +0.9% |
| 3M | +0.1% | +7.2% | -7.1% | -2.9% |
| 6M | +12.8% | +9.5% | +3.3% | +8.4% |
| YTD | +40.1% | +25.6% | +14.5% | +27.0% |
| 1Y | +46.4% | +20.4% | +26.0% | +34.9% |
| 3Y | +167.4% | +108.8% | +58.6% | +92.3% |
| 5Y | +215.0% | +68.0% | +147.1% | +147.2% |
| All | +261.5% | +124.6% | +136.9% | +153.0% |
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