+113.2%
WDC vs EVRG
+15.1%
+98.1%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.9% | -7.7% | -6.3% |
| 7D | -18.3% | +2.3% | -20.6% | -17.3% |
| 30D | -26.7% | +9.0% | -35.7% | -23.6% |
| 3M | -40.9% | +3.7% | -44.6% | -39.5% |
| 6M | -26.8% | +6.8% | -33.5% | -25.4% |
| YTD | +88.2% | +21.9% | +66.2% | +69.6% |
| 1Y | +113.2% | +15.8% | +97.4% | +102.1% |
| All | +113.2% | +15.1% | +98.1% | +102.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling