+18,665.9%
WELL vs EVRG
+2,068.9%
+16,597.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.8% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -0.1% | -1.0% | +0.9% | +0.3% |
| 3M | +18.0% | +0.4% | +17.6% | +17.9% |
| 6M | +15.0% | -0.8% | +15.8% | +15.5% |
| YTD | +28.6% | +15.3% | +13.3% | +21.1% |
| 1Y | +42.9% | +17.9% | +25.0% | +33.3% |
| 3Y | +203.0% | +71.9% | +131.1% | +140.1% |
| 5Y | +206.9% | +45.3% | +161.6% | +159.7% |
| 10Y | +339.5% | +113.1% | +226.4% | +225.9% |
| All | +18,665.9% | +2,068.9% | +16,597.0% | +8,092.3% |
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