+167.4%
WAB vs EVRG
+104.1%
+63.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +5.1% | +1.4% | +3.7% | +4.8% |
| 30D | +4.0% | +7.4% | -3.4% | +2.4% |
| 3M | +0.1% | +7.2% | -7.1% | -1.4% |
| 6M | +12.8% | +9.5% | +3.3% | +10.7% |
| YTD | +40.1% | +25.6% | +14.5% | +33.9% |
| 1Y | +46.4% | +20.4% | +26.0% | +40.9% |
| 3Y | +167.4% | +108.8% | +58.6% | +136.2% |
| All | +167.4% | +104.1% | +63.3% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling