+33.2%
WAT vs EVRG
+66.7%
-33.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +5.4% | +7.4% | -2.0% | +2.7% |
| 3M | +11.3% | +7.2% | +4.1% | +8.5% |
| 6M | +37.4% | +9.5% | +27.9% | +32.6% |
| YTD | +21.2% | +25.6% | -4.4% | +9.9% |
| 1Y | +21.3% | +20.4% | +1.0% | +12.1% |
| 3Y | +83.4% | +108.8% | -25.4% | +30.0% |
| All | +33.2% | +66.7% | -33.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling