+1,394.6%
WDC vs EVRG
+71.7%
+1,322.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +0.9% |
| 7D | +7.5% | +0.6% | +6.9% | +7.5% |
| 30D | +10.1% | -0.2% | +10.3% | +10.1% |
| 3M | -6.8% | -0.5% | -6.4% | -7.2% |
| 6M | +84.1% | +0.2% | +84.0% | +83.3% |
| YTD | +180.3% | +14.9% | +165.4% | +176.3% |
| 1Y | +411.1% | +18.2% | +392.9% | +401.7% |
| All | +1,394.6% | +71.7% | +1,322.9% | +1,440.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling