+326.4%
WM vs EVRG
+123.0%
+203.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.2% | +3.5% | -2.3% | -0.3% |
| 30D | +13.7% | +9.2% | +4.4% | +9.5% |
| 3M | +5.2% | +8.6% | -3.4% | +1.5% |
| 6M | +11.2% | +10.0% | +1.2% | +6.7% |
| YTD | +9.4% | +25.1% | -15.7% | -0.8% |
| 1Y | +20.4% | +19.5% | +0.9% | +11.2% |
| 3Y | +44.7% | +102.3% | -57.6% | +5.9% |
| 5Y | +58.5% | +66.8% | -8.3% | +24.9% |
| 10Y | +326.4% | +125.0% | +201.3% | +191.3% |
| All | +326.4% | +123.0% | +203.3% | +191.3% |
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 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