+3.6%
WBD vs EVRG
+48.0%
-44.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +1.4% | -1.2% | +2.6% | +1.9% |
| 3M | +4.4% | -0.6% | +5.0% | +4.5% |
| 6M | +0.8% | +2.4% | -1.6% | -0.9% |
| YTD | -2.7% | +15.5% | -18.2% | -10.6% |
| 1Y | +73.4% | +16.8% | +56.6% | +57.7% |
| 3Y | +142.1% | +75.0% | +67.1% | +73.2% |
| All | +3.6% | +48.0% | -44.4% | -24.8% |
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 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