+211.0%
WELL vs EVRG
+49.3%
+161.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.1% |
| 6M | +17.0% | +1.2% | +15.8% | +16.3% |
| YTD | +29.2% | +16.3% | +12.9% | +18.6% |
| 1Y | +42.1% | +20.3% | +21.9% | +28.0% |
| 3Y | +204.5% | +72.3% | +132.2% | +124.8% |
| 5Y | +211.0% | +46.7% | +164.3% | +144.6% |
| All | +211.0% | +49.3% | +161.7% | +144.6% |
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