+4,422.7%
WEC vs EVRG
+2,247.9%
+2,174.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.7% | +1.0% | -1.7% | -1.2% |
| 30D | +11.0% | +7.5% | +3.5% | +7.1% |
| 3M | +8.6% | +6.8% | +1.8% | +5.2% |
| 6M | +6.2% | +7.7% | -1.6% | +2.4% |
| YTD | +14.3% | +24.9% | -10.6% | +2.5% |
| 1Y | +8.4% | +18.1% | -9.7% | -0.1% |
| 3Y | +62.9% | +101.9% | -39.0% | +15.3% |
| 5Y | +55.8% | +67.0% | -11.2% | +21.5% |
| 10Y | +193.2% | +123.3% | +69.9% | +99.2% |
| All | +4,422.7% | +2,247.9% | +2,174.7% | +1,171.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling