+386.0%
WDC vs EVRG
+18.2%
+367.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.3% |
| 7D | +4.4% | -0.7% | +5.1% | +4.1% |
| 30D | +5.3% | 0.0% | +5.3% | +5.4% |
| 3M | -5.9% | -1.0% | -5.0% | -6.8% |
| 6M | +73.2% | +1.0% | +72.3% | +72.1% |
| YTD | +167.8% | +15.1% | +152.8% | +164.1% |
| 1Y | +386.0% | +17.6% | +368.4% | +386.5% |
| All | +386.0% | +18.2% | +367.8% | +386.5% |
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 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