+204.5%
WELL vs EVRG
+72.7%
+131.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.8% |
| 30D | +0.5% | -0.5% | +1.1% | +0.8% |
| 3M | +19.1% | +1.5% | +17.6% | +18.2% |
| 6M | +17.0% | +1.2% | +15.8% | +16.3% |
| YTD | +29.2% | +16.3% | +12.9% | +19.2% |
| 1Y | +42.1% | +20.3% | +21.9% | +28.8% |
| 3Y | +204.5% | +72.3% | +132.2% | +130.1% |
| All | +204.5% | +72.7% | +131.9% | +130.1% |
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