+991.6%
WDC vs EVRG
+44.9%
+946.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 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% | +83.0% |
| YTD | +180.3% | +14.9% | +165.4% | +169.9% |
| 1Y | +411.1% | +18.2% | +392.9% | +387.8% |
| 3Y | +1,375.0% | +70.2% | +1,304.8% | +1,205.9% |
| 5Y | +991.6% | +45.3% | +946.2% | +886.9% |
| All | +991.6% | +44.9% | +946.6% | +886.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling