+90.7%
WFC vs EVRG
+66.7%
+24.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.2% |
| 7D | +2.5% | +1.4% | +1.1% | +2.1% |
| 30D | +7.0% | +7.4% | -0.4% | +4.5% |
| 3M | -1.8% | +7.2% | -9.0% | -4.0% |
| 6M | +18.4% | +9.5% | +8.9% | +14.7% |
| YTD | -5.6% | +25.6% | -31.2% | -13.3% |
| 1Y | +3.9% | +20.4% | -16.5% | -3.1% |
| 3Y | +126.3% | +108.8% | +17.5% | +70.2% |
| All | +90.7% | +66.7% | +24.0% | +56.5% |
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