+164.9%
WAB vs EVRG
+72.0%
+93.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -0.2% | -0.7% | +0.5% | 0.0% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | +9.4% | -1.0% | +10.3% | +9.7% |
| 6M | +13.8% | +1.0% | +12.9% | +13.6% |
| YTD | +31.8% | +15.1% | +16.7% | +27.8% |
| 1Y | +48.5% | +17.6% | +30.9% | +43.2% |
| All | +164.9% | +72.0% | +93.0% | +132.8% |
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