+197.9%
WEC vs EVRG
+124.6%
+73.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.3% |
| 30D | +11.1% | +7.4% | +3.7% | +5.5% |
| 3M | +8.4% | +7.2% | +1.2% | +3.2% |
| 6M | +7.5% | +9.5% | -2.0% | +0.8% |
| YTD | +15.3% | +25.6% | -10.2% | -2.2% |
| 1Y | +9.7% | +20.4% | -10.6% | -4.0% |
| 3Y | +64.7% | +108.8% | -44.1% | -3.4% |
| 5Y | +57.3% | +68.0% | -10.7% | +7.6% |
| All | +197.9% | +124.6% | +73.3% | +59.8% |
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