+8,296.9%
WFC vs EVRG
+2,261.5%
+6,035.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.1% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | +7.0% | +7.4% | -0.4% | +3.6% |
| 3M | -1.8% | +7.2% | -9.0% | -5.0% |
| 6M | +18.4% | +9.5% | +8.9% | +13.3% |
| YTD | -5.6% | +25.6% | -31.2% | -15.5% |
| 1Y | +3.9% | +20.4% | -16.5% | -5.3% |
| 3Y | +126.3% | +108.8% | +17.5% | +58.8% |
| 5Y | +91.1% | +68.0% | +23.2% | +46.0% |
| 10Y | +118.5% | +124.6% | -6.1% | +43.2% |
| All | +8,296.9% | +2,261.5% | +6,035.4% | +2,327.2% |
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