+296.4%
WBD vs EVRG
+726.1%
-429.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.9% |
| 7D | -0.7% | +0.9% | -1.6% | -1.2% |
| 30D | +5.0% | -0.5% | +5.5% | +5.2% |
| 3M | +6.2% | +1.5% | +4.7% | +5.2% |
| 6M | +0.6% | +1.2% | -0.6% | -0.5% |
| YTD | -2.4% | +16.3% | -18.8% | -10.5% |
| 1Y | +127.7% | +20.3% | +107.4% | +105.1% |
| 3Y | +148.4% | +72.3% | +76.1% | +84.9% |
| 5Y | +4.2% | +46.7% | -42.5% | -17.0% |
| 10Y | +10.8% | +113.8% | -103.0% | -33.4% |
| All | +296.4% | +726.1% | -429.7% | -8.3% |
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