+302.1%
WDAY vs EVRG
+361.0%
-58.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -4.9% | -5.3% |
| 7D | -4.4% | +1.1% | -5.5% | -4.6% |
| 30D | +14.7% | -1.0% | +15.7% | +15.0% |
| 3M | +32.4% | +0.4% | +32.0% | +32.0% |
| 6M | +36.9% | -0.8% | +37.7% | +36.5% |
| YTD | -8.8% | +15.3% | -24.2% | -13.0% |
| 1Y | -15.3% | +17.9% | -33.2% | -19.7% |
| 3Y | -21.2% | +71.9% | -93.1% | -33.6% |
| 5Y | -29.5% | +45.3% | -74.8% | -38.1% |
| 10Y | +120.0% | +113.1% | +7.0% | +73.7% |
| All | +302.1% | +361.0% | -58.9% | +151.9% |
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 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