+1,188.5%
WDC vs EVRG
+113.9%
+1,074.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -1.5% | -1.2% | -0.3% | -1.1% |
| 3M | -15.5% | -0.6% | -14.9% | -15.8% |
| 6M | +66.5% | +2.4% | +64.0% | +63.3% |
| YTD | +159.9% | +15.5% | +144.4% | +142.5% |
| 1Y | +366.0% | +16.8% | +349.1% | +331.5% |
| 3Y | +1,285.8% | +75.0% | +1,210.8% | +967.9% |
| 5Y | +925.6% | +49.3% | +876.2% | +738.0% |
| All | +1,188.5% | +113.9% | +1,074.6% | +842.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling