+10,726.6%
WAT vs EVRG
+1,002.3%
+9,724.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +2.3% | -1.0% | +3.4% | +2.6% |
| 3M | +8.7% | +0.4% | +8.3% | +8.5% |
| 6M | +28.3% | -0.8% | +29.2% | +28.2% |
| YTD | +7.8% | +15.3% | -7.6% | +2.2% |
| 1Y | +36.6% | +17.9% | +18.7% | +28.5% |
| 3Y | +45.7% | +71.9% | -26.3% | +20.3% |
| 5Y | -3.3% | +45.3% | -48.6% | -16.2% |
| 10Y | +162.1% | +113.1% | +49.0% | +95.5% |
| All | +10,726.6% | +1,002.3% | +9,724.3% | +4,761.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling