+142.1%
WEC vs EVRG
+113.2%
+28.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | -1.3% | -0.7% | -0.6% | -0.8% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | -6.8% | -1.0% | -5.8% | -6.1% |
| 6M | -6.4% | +1.0% | -7.4% | -7.0% |
| YTD | +2.5% | +15.1% | -12.6% | -7.5% |
| 1Y | -0.4% | +17.6% | -18.0% | -11.5% |
| 3Y | +38.5% | +70.5% | -31.9% | -6.2% |
| 5Y | +31.7% | +48.9% | -17.2% | -1.9% |
| All | +142.1% | +113.2% | +28.8% | +35.8% |
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