+330.8%
WM vs EVRG
+123.3%
+207.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +1.2% | +1.0% | +0.2% | +0.7% |
| 30D | +15.2% | +7.5% | +7.8% | +11.7% |
| 3M | +8.3% | +6.8% | +1.5% | +5.3% |
| 6M | +13.1% | +7.7% | +5.4% | +9.5% |
| YTD | +12.5% | +24.9% | -12.3% | +2.1% |
| 1Y | +21.8% | +18.1% | +3.7% | +13.1% |
| 3Y | +48.8% | +101.9% | -53.1% | +9.0% |
| 5Y | +62.1% | +67.0% | -4.9% | +27.7% |
| All | +330.8% | +123.3% | +207.5% | +194.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling