+166.1%
WAT vs EVRG
+113.9%
+52.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.3% | +1.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.9% | -1.2% | -0.7% | -1.5% |
| 3M | +13.5% | -0.6% | +14.1% | +13.6% |
| 6M | +37.2% | +2.4% | +34.8% | +35.4% |
| YTD | +7.5% | +15.5% | -7.9% | +1.0% |
| 1Y | +35.0% | +16.8% | +18.2% | +26.1% |
| 3Y | +55.1% | +75.0% | -19.9% | +22.6% |
| 5Y | -2.8% | +49.3% | -52.2% | -18.9% |
| All | +166.1% | +113.9% | +52.2% | +100.4% |
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